Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1301959222 |
Valor | 130195922 |
Symbol | WEUCNV |
Strike | 1.08 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 | 27/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.03% |
Leverage | 46.35 |
Delta | 0.62 |
Gamma | 8.79 |
Vega | 0.00 |
Distance to Strike | 0.01 |
Distance to Strike in % | 1.04% |
Average Spread | 6.33% |
Last Best Bid Price | 0.15 CHF |
Last Best Ask Price | 0.16 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 1,000,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 1,000,000 |
Average Buy Value | 153,240 CHF |
Average Sell Value | 163,240 CHF |
Spreads Availability Ratio | 99.25% |
Quote Availability | 99.25% |