Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1301959289 |
Valor | 130195928 |
Symbol | WEUCWV |
Strike | 1.04 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 |
Intrinsic value | 0.28 |
Time value | 0.11 |
Leverage | 24.67 |
Delta | 0.89 |
Gamma | 4.34 |
Vega | 0.00 |
Distance to Strike | -0.03 |
Distance to Strike in % | -2.70% |
Average Spread | 2.48% |
Last Best Bid Price | 0.40 CHF |
Last Best Ask Price | 0.41 CHF |
Last Best Bid Volume | 610,000 |
Last Best Ask Volume | 610,000 |
Average Buy Volume | 610,000 |
Average Sell Volume | 610,000 |
Average Buy Value | 243,493 CHF |
Average Sell Value | 249,593 CHF |
Spreads Availability Ratio | 99.25% |
Quote Availability | 99.25% |