Call-Warrant

Symbol: WNAXSV
Underlyings: Nasdaq 100 Index
ISIN: CH1290661458
Issuer:
Bank Vontobel
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More Product Information

Core Data

Name Call-Warrant
ISIN CH1290661458
Valor 129066145
Symbol WNAXSV
Strike 19,200.00 Points
Type Warrants
Type Bull
Ratio 500.00
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First Trading Date 10/10/2023
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

Underlyings

Name Nasdaq 100 Index
ISIN US6311011026
Price 19,380.889 Points
Date 11/03/25 22:00
Ratio 500.00

Key data

Intrinsic value 0.46
Time value 3.33
Implied volatility 0.19%
Leverage 6.77
Delta 0.66
Gamma 0.00
Vega 63.53
Distance to Strike -230.95
Distance to Strike in % -1.19%

market maker quality Date: 07/03/2025

Average Spread 0.22%
Last Best Bid Price 4.40 CHF
Last Best Ask Price 4.41 CHF
Last Best Bid Volume 230,000
Last Best Ask Volume 230,000
Average Buy Volume 229,477
Average Sell Volume 229,477
Average Buy Value 1,049,290 CHF
Average Sell Value 1,051,590 CHF
Spreads Availability Ratio 98.50%
Quote Availability 98.50%

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