Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1245823633 |
Valor | 124582363 |
Symbol | WDADTV |
Strike | 11,200.00 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 | 0.45% |
Leverage | 3.34 |
Delta | -0.01 |
Gamma | 0.00 |
Vega | 3.82 |
Distance to Strike | 10,761.97 |
Distance to Strike in % | 49.00% |
Average Spread | 10.25% |
Last Best Bid Price | 0.09 CHF |
Last Best Ask Price | 0.10 CHF |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 500,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 46,278 CHF |
Average Sell Value | 51,278 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |