Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1374350010 |
Valor | 137435001 |
Symbol | WEUB7V |
Strike | 1.08 USD |
Type | Warrants |
Type | Bear |
Ratio | 0.10 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 03/09/2024 |
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 | 0.12% |
Leverage | 67.08 |
Delta | -0.05 |
Gamma | 2.70 |
Vega | 0.00 |
Distance to Strike | 0.05 |
Distance to Strike in % | 4.73% |
Average Spread | 70.44% |
Last Best Bid Price | 0.01 CHF |
Last Best Ask Price | 0.02 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 1,000,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 1,000,000 |
Average Buy Value | 9,289 CHF |
Average Sell Value | 19,289 CHF |
Spreads Availability Ratio | 99.77% |
Quote Availability | 99.77% |