Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1428130657 |
Valor | 142813065 |
Symbol | WSRBBV |
Strike | 140.00 CHF |
Type | Warrants |
Type | Bear |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 26/03/2025 |
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 | 0.30% |
Leverage | 6.79 |
Delta | -0.18 |
Gamma | 0.02 |
Vega | 0.19 |
Distance to Strike | 11.60 |
Distance to Strike in % | 7.65% |
Average Spread | 5.04% |
Last Best Bid Price | 0.19 CHF |
Last Best Ask Price | 0.20 CHF |
Last Best Bid Volume | 80,000 |
Last Best Ask Volume | 80,000 |
Average Buy Volume | 80,000 |
Average Sell Volume | 80,000 |
Average Buy Value | 15,478 CHF |
Average Sell Value | 16,278 CHF |
Spreads Availability Ratio | 99.98% |
Quote Availability | 99.98% |