Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1325097769 |
Valor | 132509776 |
Symbol | WALBFV |
Strike | 84.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 28/02/2024 |
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 |
Implied volatility | 0.36% |
Leverage | 10.66 |
Delta | 0.15 |
Gamma | 0.02 |
Vega | 0.08 |
Distance to Strike | 11.96 |
Distance to Strike in % | 16.60% |
Average Spread | 5.20% |
Last Best Bid Price | 0.20 CHF |
Last Best Ask Price | 0.21 CHF |
Last Best Bid Volume | 110,000 |
Last Best Ask Volume | 110,000 |
Average Buy Volume | 107,038 |
Average Sell Volume | 107,038 |
Average Buy Value | 20,078 CHF |
Average Sell Value | 21,148 CHF |
Spreads Availability Ratio | 96.54% |
Quote Availability | 96.54% |