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SIX Swiss Exchange, Structured Products
Valuation CHF 0.76
23.09.19 09:32:52
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Bid 0.76
23.09.19 09:32:52
Ask 0.77
23.09.19 09:32:52
Bid Vol. 160,000
Ask Vol. 160,000
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Value 49'053'344
ISIN CH0490533442
Type Derivative
Maturity 15.11.2019
Termsheet
 
New order
Buy
Quantity
Sell Order creation
Detailed product info
Underlying
Zurich Insurance Group AG
Category
Leverage Products
Name
Warrant
Name
Call-Warrant
Style
A
Strike price
340.00
Underlying Strike Price 1
340.00
Strike currency
CHF
Maturity date
22.11.2019
Ratio
50.00
Subtyp
Call
Issuer
Bank Vontobel
Termsheet
 
Premium
0.79%
Premium PA
4.71%
Break even
383.50
Gearing
8.75
Leverage (%)
8.49%
Intrinsic value
Delta
0.97
Days to maturity
62
Spread (%)
3.51%
Spread average in (%)
1.96%
° Turnover CHF
0.00
Gamma
0.00
Rho
0.56
Vega
0.11
Theta 1 day
-0.03
Theta 7 days
-0.21
Listing date
16.08.2019
Exercise date
22.08.2019
Last trading date
15.11.2019
Management fees
Spread
Bid Size °
Ask Size °
Redemption Max
ImplVola Bid
15.62
ImplVola Ask
22.95
Underlying asset class
Stock
Underlying type
Single
Underlying sector
8500
Underlying
Name Zurich Insur Gr N (ZURN)
Last CHF 376.10
23.09.19 09:35:10
Change -3.80 (-1.00%)
Volume 36,490
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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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