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SIX Swiss Exchange, Structured Products
Valuation CHF 0.09
20.09.19 17:20:00
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Bid 0.085
20.09.19 20:01:09
Ask 0.095
20.09.19 20:01:09
Bid Vol. 10,000
Ask Vol. 10,000
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Value 49'053'321
ISIN CH0490533210
Type Derivative
Maturity 19.06.2020
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
26.06.2020
Ratio
50.00
Subtyp
Put
Issuer
Bank Vontobel
Termsheet
 
Premium
26.08%
Premium PA
35.04%
Break even
115.00
Gearing
31.08
Leverage (%)
4.97%
Intrinsic value
Delta
-0.16
Days to maturity
281
Spread (%)
9.52%
Spread average in (%)
9.37%
° Turnover CHF
0.00
Gamma
0.01
Rho
-0.22
Vega
0.34
Theta 1 day
-0.02
Theta 7 days
-0.14
Listing date
20.08.2019
Exercise date
19.06.2020
Last trading date
19.06.2020
Management fees
Spread
Bid Size °
Ask Size °
Redemption Max
ImplVola Bid
32.23
ImplVola Ask
33.45
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%)
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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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