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Name | Call-Warrant |
ISIN | CH1312987998 |
Valor | 131298799 |
Symbol | WBAB9V |
Strike | 130.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
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 | 1.62 |
Time value | 0.00 |
Implied volatility | 0.74% |
Leverage | 3.00 |
Delta | 1.00 |
Distance to Strike | -65.10 |
Distance to Strike in % | -33.37% |
Average Spread | 0.75% |
Last Best Bid Price | 1.34 CHF |
Last Best Ask Price | 1.35 CHF |
Last Best Bid Volume | 40,000 |
Last Best Ask Volume | 40,000 |
Average Buy Volume | 40,000 |
Average Sell Volume | 40,000 |
Average Buy Value | 53,326 CHF |
Average Sell Value | 53,726 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |