Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1325120769 |
Valor | 132512076 |
Symbol | WALBJV |
Strike | 88.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/03/2024 |
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 | 12.03 |
Delta | 0.08 |
Gamma | 0.02 |
Vega | 0.05 |
Distance to Strike | 15.96 |
Distance to Strike in % | 22.15% |
Average Spread | 10.02% |
Last Best Bid Price | 0.11 CHF |
Last Best Ask Price | 0.12 CHF |
Last Best Bid Volume | 110,000 |
Last Best Ask Volume | 110,000 |
Average Buy Volume | 107,026 |
Average Sell Volume | 107,026 |
Average Buy Value | 10,165 CHF |
Average Sell Value | 11,236 CHF |
Spreads Availability Ratio | 96.82% |
Quote Availability | 96.82% |