Market Closed - Swiss Exchange 09:50:00 12/03/2024 pm IST | ||
0.032 CHF | +6.67% |
Performance
1 month | +33.33% |
Highs and lows
Historical data
Date | Opening | High | Low | End-of-day | Volume |
---|
Static data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | SGS SA |
Issuer | Vontobel |
WSGAOV | |
ISIN | CH1312947224 |
Date issued | 19/12/2023 |
Strike | 72 CHF |
Maturity | 20/12/2024 (201 Days) |
Parity | 500 : 1 |
Emission price | 0.02 CHF |
Emission volume | N/A |
Settlement | physique |
Currency | CHF |
Technical Indicators
Highest since issue | 0.032 CHF |
---|---|
Lowest since issue | 0.022 CHF |
Delta | 0.78x |
Omega | 4.251 |
Premium | 4.17x |
Gearing | 5.42x |
Moneyness | 1.167 |
Difference Strike | -12 CHF |
Difference Strike % | -16.67% |
Spread | 0.01 CHF |
Spread % | 27.78% |
Theoretical value | 0.0310 |
Implied Volatility | 32.87 % |
Total Loss Probability | 29.37 % |
Intrinsic value | 0.0240 |
Present value | 0.007000 |
Break even | 87.50 CHF |
Theta | -0x |
Vega | 0x |
Rho | 0x |
- Stock Market
- Warrants
- WSGAOV Warrant
- Quotes BANK VONTOBEL/CALL/SGS/72/0.002/20.12.24