Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1374374788 |
Valor | 137437478 |
Symbol | WP9A6V |
Strike | 64.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 16/09/2024 |
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 | 0.32% |
Leverage | 4.41 |
Delta | 0.37 |
Gamma | 0.03 |
Vega | 0.21 |
Distance to Strike | 3.88 |
Distance to Strike in % | 6.45% |
Average Spread | 3.64% |
Last Best Bid Price | 0.27 CHF |
Last Best Ask Price | 0.28 CHF |
Last Best Bid Volume | 220,000 |
Last Best Ask Volume | 220,000 |
Average Buy Volume | 217,774 |
Average Sell Volume | 217,774 |
Average Buy Value | 59,999 CHF |
Average Sell Value | 62,179 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |