Exchange
Show instrument information
SIX Swiss Exchange, Structured Products
Valuation CHF 0.45
23.09.19 09:43:30
--- (---)
Bid 0.45
23.09.19 09:43:30
Ask 0.46
23.09.19 09:43:30
Bid Vol. 120,000
Ask Vol. 120,000
Open ---
--- ---
Close ---
---
Day high ---
--- ---
Day low ---
--- ---
Value 49'053'320
ISIN CH0490533202
Type Derivative
Maturity 20.12.2019
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
140.00
Underlying Strike Price 1
140.00
Strike currency
EUR
Maturity date
06.01.2020
Ratio
50.00
Subtyp
Call
Issuer
Bank Vontobel
Termsheet
 
Premium
2.58%
Premium PA
9.05%
Break even
163.80
Gearing
6.85
Leverage (%)
6.80%
Intrinsic value
Delta
0.99
Days to maturity
107
Spread (%)
3.92%
Spread average in (%)
2.69%
° Turnover CHF
0.00
Gamma
0.01
Rho
0.40
Vega
0.16
Theta 1 day
-0.02
Theta 7 days
-0.15
Listing date
20.08.2019
Exercise date
22.08.2019
Last trading date
20.12.2019
Management fees
Spread
Bid Size °
Ask Size °
Redemption Max
ImplVola Bid
28.81
ImplVola Ask
32.71
Underlying asset class
Stock
Underlying type
Single
Underlying sector
3300
Underlying
Name Volkswagen Vz I (VOW3)
Last EUR 157.20
23.09.19 09:43:30
Change -2.60 (-1.63%)
Volume ---
Close 31 Dec CHF ---
1 Week ---
---
---
---
4 Weeks ---
---
---
---
12 Weeks ---
---
---
---
1 Year ---
---
---
---
52 Weeks ---
---
---
---
Info
Name: SIX Swiss Exchange, Structured Products
Domicile: CH
URL: www.six-structured-products.com
Exchange code: 880
    --- tendance ---