Quotes BANK VONTOBEL/CALL/SWISS RE/84/0.1/20.12.24

Warrant

WSRBPV

CH1225162820

Market Closed - Swiss Exchange 08:50:00 05/07/2024 pm IST
2.5 CHF -1.57% Intraday chart for BANK VONTOBEL/CALL/SWISS RE/84/0.1/20.12.24
Current month-13.19%
1 month-18.30%

Quotes 5-day view

Delayed Quote Swiss Exchange
BANK VONTOBEL/CALL/SWISS RE/84/0.1/20.12.24(WSRBPV) : Historical Chart (5-day)
  02/07/2024 03/07/2024 04/07/2024 05/07/2024
Last 2.59 CHF 2.46 CHF 2.54 CHF 2.5 CHF
Change -14.24% -5.02% +3.25% -1.57%

Performance

1 week-13.19%
Current month-13.19%
1 month-18.30%
3 months+1.21%
6 months+74.83%
Current year+86.57%
1 year+119.30%

Highs and lows

1 week
2.46
Extreme 2.46
3.02
1 month
2.46
Extreme 2.46
3.15

Historical data

DateOpeningHighLowEnd-of-dayVolume

Static data

Product typeWarrants
Buy / SellCALL
Underlying SWISS RE LTD
IssuerLogo Issuer Vontobel Vontobel
WSRBPV
ISINCH1225162820
Date issued 22/11/2022
Strike 84 CHF
Maturity 20/12/2024 (168 Days)
Parity 10 : 1
Emission price 0.55 CHF
Emission volume N/A
Settlement physique
Currency CHF

Technical Indicators

Highest since issue 3.26 CHF
Lowest since issue 0.63 CHF
Delta0.91x
Omega 3.942
Premium1.35x
Gearing4.31x
Moneyness 1.280
Difference Strike -23.4 CHF
Difference Strike %-27.86%
Spread 0.01 CHF
Spread %0.40%
Theoretical value 2.495
Implied Volatility 29.33 %
Total Loss Probability 12.05 %
Intrinsic value 2.350
Present value 0.1450
Break even 108.95 CHF
Theta-0.01x
Vega0.01x
Rho0.03x
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  4. Quotes BANK VONTOBEL/CALL/SWISS RE/84/0.1/20.12.24