Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1428130806 |
Valor | 142813080 |
Symbol | WTSB8V |
Strike | 280.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 200.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 26/03/2025 |
Date of maturity | 27/03/2026 |
Last trading day | 20/03/2026 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Intrinsic value | 0.08 |
Time value | 0.22 |
Implied volatility | 0.58% |
Leverage | 1.41 |
Delta | -0.32 |
Gamma | 0.00 |
Vega | 0.93 |
Distance to Strike | -16.67 |
Distance to Strike in % | -6.33% |
Average Spread | 3.59% |
Last Best Bid Price | 0.27 CHF |
Last Best Ask Price | 0.28 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 1,000,000 |
Average Buy Volume | 934,968 |
Average Sell Volume | 934,968 |
Average Buy Value | 260,991 CHF |
Average Sell Value | 270,362 CHF |
Spreads Availability Ratio | 99.98% |
Quote Availability | 99.98% |