Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1245824755 |
Valor | 124582475 |
Symbol | WINDVV |
Strike | 32,000.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 1,000.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 06/03/2023 |
Date of maturity | 30/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Cash payout |
IRS 871m | Exempt qualified index |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 7.61 |
Time value | 0.64 |
Leverage | 4.11 |
Delta | 0.86 |
Gamma | 0.00 |
Vega | 70.61 |
Distance to Strike | -7,606.57 |
Distance to Strike in % | -19.21% |
Average Spread | 0.25% |
Last Best Bid Price | 8.51 CHF |
Last Best Ask Price | 8.53 CHF |
Last Best Bid Volume | 120,000 |
Last Best Ask Volume | 120,000 |
Average Buy Volume | 118,424 |
Average Sell Volume | 118,424 |
Average Buy Value | 988,559 CHF |
Average Sell Value | 990,942 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |