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Show instrument information
SIX Swiss Exchange, Structured Products
Valuation CHF 0.025
21.02.20 17:15:00
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Bid ---
21.02.20 20:00:23
Ask ---
21.02.20 20:00:23
Bid Vol. 10,000
Ask Vol. 10,000
Open ---
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Close 0.025
13.02.20
Day high ---
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Day low ---
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Value 49'053'321
ISIN CH0490533210
Type Derivative
Maturity 19.06.20
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
28.93%
Premium PA
109.76%
Break even
118.35
Gearing
101.06
Leverage (%)
1.17%
Intrinsic value
Delta
-0.01
Days to maturity
125
Spread (%)
33.33%
Spread average in (%)
46.00%
° Turnover CHF
250.00
Gamma
0.00
Rho
-0.01
Vega
0.03
Theta 1 day
-0.00
Theta 7 days
-0.02
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
40.04
ImplVola Ask
43.95
Underlying asset class
Stock
Underlying type
Single
Underlying sector
3300
Underlying
Name Volkswagen Vz I (VOW3)
Last EUR 166.02
21.02.20 17:35:11
Change -3.42 (-2.02%)
Volume ---
Close 31 Dec CHF 0.025
1 Week 0.025
13.02.20
0.025
13.02.20
4 Weeks 0.025
13.02.20
0.025
13.02.20
12 Weeks 0.025
13.02.20
0.025
13.02.20
1 Year 0.025
13.02.20
0.025
13.02.20
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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