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 | 0.30% |
Leverage | 21.29 |
Delta | 0.35 |
Gamma | 0.03 |
Vega | 0.11 |
Distance to Strike | 6.52 |
Distance to Strike in % | 8.42% |
Average Spread | 7.68% |
Last Best Bid Price | 0.13 CHF |
Last Best Ask Price | 0.14 CHF |
Last Best Bid Volume | 60,000 |
Last Best Ask Volume | 60,000 |
Average Buy Volume | 59,874 |
Average Sell Volume | 59,874 |
Average Buy Value | 7,537 CHF |
Average Sell Value | 8,137 CHF |
Spreads Availability Ratio | 99.42% |
Quote Availability | 99.42% |