Market Closed - Swiss Exchange 08:50:00 21/05/2024 pm IST | ||
0.02 CHF | -9.09% |
1 month | -84.62% | ||
3 months | -92.98% |
Comparison chart between the derivative product and it's underlying value
Static data
Product type | Warrants |
---|---|
Buy / Sell | PUT |
Underlying | EURO STOXX 50 INDEX |
Issuer | Vontobel |
WESBUV | |
ISIN | CH1260764175 |
Date issued | 03/05/2023 |
Strike | 4,400 PTS |
Maturity | 21/06/2024 (19 Days) |
Parity | 200 : 1 |
Emission price | 1.87 CHF |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | CHF |
Technical Indicators
Highest since issue | 2.16 CHF |
---|---|
Lowest since issue | 0.02 CHF |
Delta | -0.02x |
Omega | 40.39 |
Premium | 11.65x |
Gearing | 1625.81x |
Moneyness | 0.8841 |
Difference Strike | -583.7 PTS |
Difference Strike % | -13.27% |
Spread | 0.01 CHF |
Spread % | 50.00% |
Theoretical value | 0.0150 |
Implied Volatility | 26.73 % |
Total Loss Probability | 97.11 % |
Intrinsic value | 0.000000 |
Present value | 0.0150 |
Break even | 4,396.94 CHF |
Theta | -0.01x |
Vega | 0x |
Rho | -0x |
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