Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1412418456 |
Valor | 141241845 |
Symbol | WGMBMV |
Strike | 45.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 03/02/2025 |
Date of maturity | 25/07/2025 |
Last trading day | 18/07/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 1.25% |
Leverage | 0.46 |
Delta | 0.06 |
Gamma | 0.01 |
Vega | 0.02 |
Distance to Strike | 20.05 |
Distance to Strike in % | 80.36% |
Average Spread | 11.29% |
Last Best Bid Price | 0.30 CHF |
Last Best Ask Price | 0.34 CHF |
Last Best Bid Volume | 360,000 |
Last Best Ask Volume | 360,000 |
Average Buy Volume | 109,157 |
Average Sell Volume | 109,157 |
Average Buy Value | 32,432 CHF |
Average Sell Value | 36,256 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |