Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1363334751 |
Valor | 136333475 |
Symbol | WVOAHV |
Strike | 120.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 05/08/2024 |
Date of maturity | 30/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.33% |
Leverage | 9.51 |
Delta | 0.13 |
Gamma | 0.01 |
Vega | 0.15 |
Distance to Strike | 33.66 |
Distance to Strike in % | 38.99% |
Average Spread | 15.93% |
Last Best Bid Price | 0.10 CHF |
Last Best Ask Price | 0.11 CHF |
Last Best Bid Volume | 130,000 |
Last Best Ask Volume | 130,000 |
Average Buy Volume | 111,566 |
Average Sell Volume | 89,369 |
Average Buy Value | 14,452 CHF |
Average Sell Value | 12,467 CHF |
Spreads Availability Ratio | 89.51% |
Quote Availability | 95.94% |