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SIX Swiss Exchange, Structured Products
Valuation CHF 0.155
20.09.19 17:20:00
-0.01 (-6.06%)
Bid 0.15
20.09.19 20:01:09
Ask 0.16
20.09.19 20:01:09
Bid Vol. 10,000
Ask Vol. 10,000
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Value 49'053'318
ISIN CH0490533186
Type Derivative
Maturity 18.12.2020
Termsheet
 
New order
Buy
Quantity
Sell Order creation
Detailed product info
Underlying
Volkswagen AG (Vz)
Category
Leverage Products
Name
Warrant
Name
Put-Warrant
Style
E
Strike price
120.00
Underlying Strike Price 1
120.00
Strike currency
EUR
Maturity date
29.12.2020
Ratio
50.00
Subtyp
Put
Issuer
Bank Vontobel
Termsheet
 
Premium
29.43%
Premium PA
22.43%
Break even
112.91
Gearing
22.55
Leverage (%)
2.03%
Intrinsic value
Delta
-0.09
Days to maturity
465
Spread (%)
6.67%
Spread average in (%)
5.00%
° Turnover CHF
0.00
Gamma
0.00
Rho
-0.20
Vega
0.30
Theta 1 day
-0.01
Theta 7 days
-0.04
Listing date
20.08.2019
Exercise date
18.12.2020
Last trading date
18.12.2020
Management fees
Spread
Bid Size °
Ask Size °
Redemption Max
ImplVola Bid
33.45
ImplVola Ask
34.42
Underlying asset class
Stock
Underlying type
Single
Underlying sector
3300
Underlying
Name Volkswagen Vz I (VOW3)
Last EUR 159.80
20.09.19 17:35:19
Change 0.88 (0.55%)
Volume ---
Close 31 Dec CHF ---
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52 Weeks ---
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Info
Name: SIX Swiss Exchange, Structured Products
Domicile: CH
URL: www.six-structured-products.com
Exchange code: 880
    --- tendance -6.06%