BANK VONTOBEL/CALL/NASDAQ 100/13600/0.002/19.12.25 Share Price

Warrant

WNAF2V

CH1245823252

Market Closed - Swiss Exchange 08:50:00 28/06/2024 pm IST
13.38 CHF +1.29% Intraday chart for BANK VONTOBEL/CALL/NASDAQ 100/13600/0.002/19.12.25
Current month+22.53%
1 month+12.34%

Comparison chart between the derivative product and it's underlying value

End-of-day quotes
Date Price Change
28/24/28 13.38 +1.29%
27/24/27 13.21 +0.99%
26/24/26 13.08 +0.69%
25/24/25 12.99 +0.15%
24/24/24 12.97 -1.22%

Delayed Quote Swiss Exchange

Last update June 28, 2024 at 08:50 pm IST

More quotes

Static data

Product typeWarrants
Buy / SellCALL
Underlying NASDAQ 100
IssuerLogo Issuer Vontobel Vontobel
WNAF2V
ISINCH1245823252
Date issued 03/03/2023
Strike 13,600 PTS
Maturity 19/12/2025 (539 Days)
Parity 500 : 1
Emission price 3.39 CHF
Emission volume N/A
Settlement règlement en espèces
Currency CHF

Technical Indicators

Highest since issue 13.42 CHF
Lowest since issue 3.32 CHF
Delta0.94x
Omega 2.510
Premium5.94x
Gearing2.67x
Moneyness 1.461
Difference Strike -6,157 PTS
Difference Strike %-45.27%
Spread 0.01 CHF
Spread %0.07%
Theoretical value 13.39
Implied Volatility 26.74 %
Total Loss Probability 10.81 %
Intrinsic value 11.27
Present value 2.120
Break even 21,046.87 CHF
Theta-0.03x
Vega0.05x
Rho0.44x
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