Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1400598178 |
Valor | 140059817 |
Symbol | WCOABV |
Strike | 65.00 - |
Type | Warrants |
Type | Bear |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 07/01/2025 |
Date of maturity | 05/05/2025 |
Last trading day | 25/04/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.37% |
Leverage | 1.11 |
Delta | -0.01 |
Gamma | 0.00 |
Vega | 0.01 |
Distance to Strike | 14.92 |
Distance to Strike in % | 18.67% |
Average Spread | 8.22% |
Last Best Bid Price | 0.12 CHF |
Last Best Ask Price | 0.13 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 | 58,370 CHF |
Average Sell Value | 63,370 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |