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Call Warrant on Nasdaq-100 Index®

  • Valor 121582354
  • ISIN CH1215823548
  • Symbol WNAL4V
Bid (indicative)
Size
Ask (indicative)
Size
CurrencyCHF
Price on
Sell
Buy
Nasdaq-100 Index®USD 
Please note that this is an indication.

Documents

Key data
Leverage

Leverage is a measure of the percentage change in the price of an option given a one percent change in the price of the underlying instrument.

4.52
Gearing

Current price of the underlying instrument divided by the price of the warrant. A warrant can be based on a fraction or a multiple of the underlying, which has to be taken into consideration. Gearing merely states how many warrants can be bought for the same amount of money as one unit of the underlying security.

6.25
Break Even

Price of underlying at which neither a profit nor a loss result. With reference to a call option, break even corresponds to the underlying price plus the price of the warrant. With reference to a put option, break even corresponds to the underlying price minus the price of the warrant. Also called: break-even point.

USD 13,598.70
Intrinsic Value

The value of an option that could be realized when exercised. In practice, intrinsic value is viewed as the positive difference between the current market price of the underlying and the strike price.

1.77
Delta

Measure indicating the change in the price of an option when the price of the underlying instrument changes by one unit and all other factors remain unchanged.

0.72
Premium8.3800%
Life cycle
Initial fixing26/09/2022
First Trading Day27/09/2022
Payment date03/10/2022
Final fixing15/12/2023
Redemption22/12/2023
Sustainability feature
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Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike Price
USD 12,464.51USD 11,600.00

No chart available

Key data
Leverage

Leverage is a measure of the percentage change in the price of an option given a one percent change in the price of the underlying instrument.

4.52
Gearing

Current price of the underlying instrument divided by the price of the warrant. A warrant can be based on a fraction or a multiple of the underlying, which has to be taken into consideration. Gearing merely states how many warrants can be bought for the same amount of money as one unit of the underlying security.

6.25
Break Even

Price of underlying at which neither a profit nor a loss result. With reference to a call option, break even corresponds to the underlying price plus the price of the warrant. With reference to a put option, break even corresponds to the underlying price minus the price of the warrant. Also called: break-even point.

USD 13,598.70
Intrinsic Value

The value of an option that could be realized when exercised. In practice, intrinsic value is viewed as the positive difference between the current market price of the underlying and the strike price.

1.77
Delta

Measure indicating the change in the price of an option when the price of the underlying instrument changes by one unit and all other factors remain unchanged.

0.72
Premium8.3800%
Life cycle
Initial fixing26/09/2022
First Trading Day27/09/2022
Payment date03/10/2022
Final fixing15/12/2023
Redemption22/12/2023
Sustainability feature
--
Figures
SSPA categorisationWarrant
SymbolWNAL4V
Securities No.121582354
ISINCH1215823548
TypeCall
StyleEuropean
Strike price

Reference price of the underlying used to calculate the cash settlement on expiry of the warrant. In cases of physical delivery it is the price at which the underlying is bought (call) or sold (put). Also called: exercise price

USD 11,600.00
Underlying/
ISIN of underlying
Nasdaq-100 Index®
US6311011026
Ratio0.002
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliverycash payment
Issuance ProgrammeLink to the Issuance Program