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SIX Swiss Exchange, Structured Products
Valuation CHF 0.12
24.02.20 17:20:00
0.035 (41.18%)
Bid ---
24.02.20 20:20:06
Ask ---
24.02.20 20:20:06
Bid Vol. 10,000
Ask Vol. 10,000
Open ---
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Close ---
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Day high ---
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Day low ---
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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
27.43%
Premium PA
33.25%
Break even
113.87
Gearing
25.61
Leverage (%)
2.92%
Intrinsic value
Delta
-0.11
Days to maturity
308
Spread (%)
8.00%
Spread average in (%)
11.65%
° Turnover CHF
0.00
Gamma
0.01
Rho
-0.17
Vega
0.28
Theta 1 day
-0.01
Theta 7 days
-0.08
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
36.13
ImplVola Ask
37.60
Underlying asset class
Stock
Underlying type
Single
Underlying sector
3300
Underlying
Name Volkswagen Vz I (VOW3)
Last EUR 157.00
24.02.20 17:35:19
Change -9.02 (-5.43%)
Volume ---
Close 31 Dec CHF 0.08
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1 Year ---
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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 41.18%