Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1386969864 |
Valor | 138696986 |
Symbol | WGBA9V |
Strike | 1.36 USD |
Type | Warrants |
Type | Bull |
Ratio | 0.10 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 08/10/2024 |
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 | 0.07% |
Leverage | 183.77 |
Delta | 0.06 |
Gamma | 2.55 |
Vega | 0.00 |
Distance to Strike | 0.10 |
Distance to Strike in % | 7.54% |
Average Spread | 129.22% |
Last Best Bid Price | 0.01 CHF |
Last Best Ask Price | 0.02 CHF |
Last Best Bid Volume | 600,000 |
Last Best Ask Volume | 600,000 |
Average Buy Volume | 600,000 |
Average Sell Volume | 600,000 |
Average Buy Value | 2,592 CHF |
Average Sell Value | 12,000 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |