Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1428130681 |
Valor | 142813068 |
Symbol | WSRBRV |
Strike | 180.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/03/2025 |
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 | 0.24% |
Leverage | 4.89 |
Delta | 0.09 |
Gamma | 0.01 |
Vega | 0.20 |
Distance to Strike | 28.40 |
Distance to Strike in % | 18.73% |
Average Spread | 7.40% |
Last Best Bid Price | 0.13 CHF |
Last Best Ask Price | 0.14 CHF |
Last Best Bid Volume | 80,000 |
Last Best Ask Volume | 80,000 |
Average Buy Volume | 80,000 |
Average Sell Volume | 80,000 |
Average Buy Value | 10,420 CHF |
Average Sell Value | 11,220 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |