Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1245823617 |
Valor | 124582361 |
Symbol | WDADGV |
Strike | 12,800.00 Points |
Type | Warrants |
Type | Bear |
Ratio | 500.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 06/03/2023 |
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 | 0.38% |
Leverage | 0.77 |
Delta | -0.00 |
Gamma | 0.00 |
Vega | 1.73 |
Distance to Strike | 9,820.95 |
Distance to Strike in % | 43.42% |
Average Spread | 7.69% |
Last Best Bid Price | 0.15 CHF |
Last Best Ask Price | 0.16 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 1,000,000 |
Average Buy Volume | 903,577 |
Average Sell Volume | 903,577 |
Average Buy Value | 134,572 CHF |
Average Sell Value | 144,585 CHF |
Spreads Availability Ratio | 97.70% |
Quote Availability | 97.70% |