Put-Warrant

Symbol: WSRBBV
Underlyings: Swiss RE AG
ISIN: CH1428130657
Issuer:
Bank Vontobel

Chart

    
Bid 0.202
    
Ask 0.212
Created with Highcharts 8.0.009:3010:0010:3011:0011:3012:0012:3013:0013:3014:0014:3015:0015:3016:0016:3017:000.180.190.20.210.220.23

More Product Information

Core Data

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

Underlyings

Name Swiss RE AG
ISIN CH0126881561
Price 151.55 CHF
Date 28/03/25 17:31
Ratio 20.00

Key data

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%

market maker quality Date: 27/03/2025

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%

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