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SIX Swiss Exchange, Structured Products
Valuation CHF 0.45
24.02.20 17:20:00
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Bid ---
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Ask ---
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Bid Vol. ---
Ask Vol. ---
Open ---
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Close 0.68
22.01.20
Day high ---
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Day low ---
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Value 49'053'319
ISIN CH0490533194
Type Derivative
Maturity 18.12.20
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
3.50%
Premium PA
4.16%
Break even
162.41
Gearing
3.70
Leverage (%)
3.59%
Intrinsic value
Delta
0.97
Days to maturity
308
Spread (%)
2.25%
Spread average in (%)
1.81%
° Turnover CHF
0.00
Gamma
0.01
Rho
0.36
Vega
0.20
Theta 1 day
-0.01
Theta 7 days
-0.04
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
38.57
ImplVola Ask
41.02
Underlying asset class
Stock
Underlying type
Single
Underlying sector
3300
Underlying
Name Volkswagen Vz I (VOW3)
Last EUR ---
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Change --- (---)
Volume ---
Close 31 Dec CHF 0.66
1 Week ---
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4 Weeks 0.68
22.01.20
0.68
22.01.20
12 Weeks 0.68
22.01.20
0.68
22.01.20
1 Year 0.68
22.01.20
0.68
22.01.20
52 Weeks ---
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Info
Name: SIX Swiss Exchange, Structured Products
Domicile: CH
URL: www.six-structured-products.com
Exchange code: 880
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