Quotes BANK VONTOBEL/CALL/SWISS RE/92/0.1/20.12.24

Warrant

WSRBNV

CH1225162804

Market Closed - Swiss Exchange 08:50:00 05/07/2024 pm IST
1.77 CHF -2.21% Intraday chart for BANK VONTOBEL/CALL/SWISS RE/92/0.1/20.12.24
Current month-17.29%
1 month-23.71%

Quotes 5-day view

Delayed Quote Swiss Exchange
BANK VONTOBEL/CALL/SWISS RE/92/0.1/20.12.24(WSRBNV) : Historical Chart (5-day)
  02/07/2024 03/07/2024 04/07/2024 05/07/2024
Last 1.86 CHF 1.73 CHF 1.81 CHF 1.77 CHF
Change -18.06% -6.99% +4.62% -2.21%

Performance

1 week-17.29%
Current month-17.29%
1 month-23.71%
3 months+4.73%
6 months+110.71%
Current year+126.92%
1 year+164.18%

Highs and lows

1 week
1.73
Extreme 1.73
2.27
1 month
1.73
Extreme 1.73
2.41

Historical data

DateOpeningHighLowEnd-of-dayVolume

Static data

Product typeWarrants
Buy / SellCALL
Underlying SWISS RE LTD
IssuerLogo Issuer Vontobel Vontobel
WSRBNV
ISINCH1225162804
Date issued 22/11/2022
Strike 92 CHF
Maturity 20/12/2024 (168 Days)
Parity 10 : 1
Emission price 0.3 CHF
Emission volume N/A
Settlement physique
Currency CHF

Technical Indicators

Highest since issue 2.47 CHF
Lowest since issue 0.385 CHF
Delta0.84x
Omega 5.136
Premium2.09x
Gearing6.08x
Moneyness 1.167
Difference Strike -15.4 CHF
Difference Strike %-16.74%
Spread 0.01 CHF
Spread %0.56%
Theoretical value 1.765
Implied Volatility 25.71 %
Total Loss Probability 20.12 %
Intrinsic value 1.540
Present value 0.2250
Break even 109.65 CHF
Theta-0.01x
Vega0.02x
Rho0.03x
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  4. Quotes BANK VONTOBEL/CALL/SWISS RE/92/0.1/20.12.24