Quotes BANK VONTOBEL/CALL/ROCHE GS/340/0.02/20.12.24

Warrant

WROBRV

CH1225163026

Real-time Bid/Ask 11:36:54 03/06/2024 BST
0.006 CHF / 0.02 CHF -35.00% Intraday chart for BANK VONTOBEL/CALL/ROCHE GS/340/0.02/20.12.24
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

1 week
0.02
Extreme 0.02
0.03

Historical data

DateOpeningHighLowEnd-of-dayVolume

Static data

Product typeWarrants
Buy / SellCALL
Underlying ROCHE HOLDING AG
IssuerLogo Issuer Vontobel Vontobel
WROBRV
ISINCH1225163026
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
Delta0.04x
Omega 13.44
Premium47.09x
Gearing356.31x
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
Vega0x
Rho0x
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  4. Quotes BANK VONTOBEL/CALL/ROCHE GS/340/0.02/20.12.24
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