Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1312987873 |
Valor | 131298787 |
Symbol | WALAUV |
Strike | 68.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 10/01/2024 |
Date of maturity | 27/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 0.36 |
Time value | 0.07 |
Implied volatility | 0.36% |
Leverage | 6.34 |
Delta | 0.73 |
Gamma | 0.02 |
Vega | 0.11 |
Distance to Strike | -7.16 |
Distance to Strike in % | -9.53% |
Average Spread | 2.71% |
Last Best Bid Price | 0.41 CHF |
Last Best Ask Price | 0.42 CHF |
Last Best Bid Volume | 80,000 |
Last Best Ask Volume | 80,000 |
Average Buy Volume | 79,992 |
Average Sell Volume | 79,992 |
Average Buy Value | 29,142 CHF |
Average Sell Value | 29,942 CHF |
Spreads Availability Ratio | 99.74% |
Quote Availability | 99.74% |