Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1412382256 |
Valor | 141238225 |
Symbol | WMSAGV |
Strike | 380.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 400.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 20/01/2025 |
Date of maturity | 30/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 1.02% |
Leverage | 0.95 |
Delta | -0.29 |
Gamma | 0.00 |
Vega | 1.30 |
Distance to Strike | 16.50 |
Distance to Strike in % | 4.16% |
Average Spread | - |
Last Best Bid Price | - CHF |
Last Best Ask Price | - CHF |
Last Best Bid Volume | 0 |
Last Best Ask Volume | 0 |
Average Buy Volume | 0 |
Average Sell Volume | 0 |
Average Buy Value | 0 CHF |
Average Sell Value | 0 CHF |
Spreads Availability Ratio | - |
Quote Availability | - |