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SIX Swiss Exchange, Structured Products
Valuation CHF 0.50
20.09.19 17:20:00
0.01 (2.04%)
Bid 0.49
20.09.19 20:01:09
Ask 0.50
20.09.19 20:01:09
Bid Vol. 20,000
Ask Vol. 20,000
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Value 49'053'319
ISIN CH0490533194
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
Call-Warrant
Style
A
Strike price
120.00
Underlying Strike Price 1
120.00
Strike currency
EUR
Maturity date
29.12.2020
Ratio
100.00
Subtyp
Call
Issuer
Bank Vontobel
Termsheet
 
Premium
4.39%
Premium PA
3.42%
Break even
166.68
Gearing
3.42
Leverage (%)
3.45%
Intrinsic value
Delta
1.01
Days to maturity
465
Spread (%)
1.98%
Spread average in (%)
2.54%
° Turnover CHF
0.00
Gamma
0.01
Rho
0.68
Vega
0.25
Theta 1 day
-0.00
Theta 7 days
-0.03
Listing date
20.08.2019
Exercise date
22.08.2019
Last trading date
18.12.2020
Management fees
Spread
Bid Size °
Ask Size °
Redemption Max
ImplVola Bid
34.67
ImplVola Ask
36.62
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 2.04%