Market Closed - Swiss Exchange 08:50:00 14/06/2024 pm IST | ||
1.59 CHF | -4.79% |
Current month | +8.16% | ||
1 month | +11.19% |
Comparison chart between the derivative product and it's underlying value
Date | Price | Change |
---|---|---|
14/24/14 | 1.59 | -4.79% |
13/24/13 | 1.67 | -1.76% |
12/24/12 | 1.7 | +7.59% |
10/24/10 | 1.58 | +0.64% |
07/24/07 | 1.57 | +2.61% |
Delayed Quote Swiss Exchange
Last update June 14, 2024 at 08:50 pm IST
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | HOLCIM LTD |
Issuer | Vontobel |
WHOABV | |
ISIN | CH1312988095 |
Date issued | 09/01/2024 |
Strike | 68 CHF |
Maturity | 20/06/2025 (369 Days) |
Parity | 10 : 1 |
Emission price | 0.42 CHF |
Emission volume | N/A |
Settlement | physique |
Currency | CHF |
Technical Indicators
Highest since issue | 1.7 CHF |
---|---|
Lowest since issue | 0.35 CHF |
Delta | 0.78x |
Omega | 3.947 |
Premium | 4.78x |
Gearing | 5.06x |
Moneyness | 1.176 |
Difference Strike | -12.04 CHF |
Difference Strike % | -17.71% |
Spread | 0.02 CHF |
Spread % | 1.26% |
Theoretical value | 1.580 |
Implied Volatility | 26.86 % |
Total Loss Probability | 30.83 % |
Intrinsic value | 1.198 |
Present value | 0.3820 |
Break even | 83.80 CHF |
Theta | -0.01x |
Vega | 0.02x |
Rho | 0.05x |
Company Profile
Consensus: Holcim Ltd
- Stock Market
- Warrants
- WHOABV Warrant