Real-time Bid/Ask 11:36:54 03/06/2024 BST | ||
0.006 CHF / 0.02 CHF | -35.00% |
3 months | -44.44% | ||
6 months | -75.61% |
Performance
1 week | -37.50% | ||
3 months | -44.44% | ||
6 months | -75.61% | ||
Current year | -37.50% | ||
1 year | -82.46% |
Highs and lows
Historical data
Date | Opening | High | Low | End-of-day | Volume |
---|
Static data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | ROCHE HOLDING AG |
Issuer | Vontobel |
WROBRV | |
ISIN | CH1225163026 |
Date issued | 22/11/2022 |
Strike | 340 CHF |
Maturity | 20/12/2024 (200 Days) |
Parity | 50 : 1 |
Emission price | 0.34 CHF |
Emission volume | N/A |
Settlement | physique |
Currency | CHF |
Technical Indicators
Highest since issue | 0.395 CHF |
---|---|
Lowest since issue | 0.02 CHF |
Delta | 0.04x |
Omega | 13.44 |
Premium | 47.09x |
Gearing | 356.31x |
Moneyness | 0.6812 |
Difference Strike | 108.2 CHF |
Difference Strike % | +31.81% |
Spread | 0.014 CHF |
Spread % | 70.00% |
Theoretical value | 0.0130 |
Implied Volatility | 26.99 % |
Total Loss Probability | 97.60 % |
Intrinsic value | 0.000000 |
Present value | 0.0130 |
Break even | 340.65 CHF |
Theta | -0x |
Vega | 0x |
Rho | 0x |
- Stock Market
- Warrants
- WROBRV Warrant
- Quotes BANK VONTOBEL/CALL/ROCHE GS/340/0.02/20.12.24