Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1301959180 |
Valor | 130195918 |
Symbol | WGBAUV |
Strike | 1.24 USD |
Type | Warrants |
Type | Bull |
Ratio | 0.10 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 08/11/2023 |
Date of maturity | 28/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 0.06 |
Time value | 0.13 |
Implied volatility | 0.05% |
Leverage | 45.50 |
Delta | 0.69 |
Gamma | 10.31 |
Vega | 0.00 |
Distance to Strike | -0.01 |
Distance to Strike in % | -0.56% |
Average Spread | 4.96% |
Last Best Bid Price | 0.19 CHF |
Last Best Ask Price | 0.20 CHF |
Last Best Bid Volume | 490,000 |
Last Best Ask Volume | 490,000 |
Average Buy Volume | 490,000 |
Average Sell Volume | 490,000 |
Average Buy Value | 96,484 CHF |
Average Sell Value | 101,384 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |