Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
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 |
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% |
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% |