BANK VONTOBEL/CALL/AMS-OSRAM/12/0.3333/20.12.24 Stock

Warrant

WAMCNV

CH1236752296

Market Closed - Swiss Exchange 11:20:00 2023-11-30 am EST
0.02 CHF -47.37% Intraday chart for BANK VONTOBEL/CALL/AMS-OSRAM/12/0.3333/20.12.24
1 month-28.57%
3 months-89.90%

Comparison chart between the derivative product and it's underlying value

End-of-day quotes

Static data

Product typeWarrants
Buy / SellCALL
Underlying AMS-OSRAM AG
IssuerLogo Issuer Vontobel Vontobel
WAMCNV
ISINCH1236752296
Date issued 2023-01-05
Strike 12 CHF
Maturity 2024-12-20 (214 Days)
Parity 3 : 1
Emission price 0.43 CHF
Emission volume N/A
Settlement physique
Currency CHF

Technical Indicators

Highest since issue 0.94 CHF
Lowest since issue 0.02 CHF
Delta0.07x
Omega 3.004
Premium772.27x
Gearing41.8x
Moneyness 0.1150
Difference Strike 10.62 CHF
Difference Strike %+88.50%
Spread 0.018 CHF
Spread %90.00%
Theoretical value 0.0110
Implied Volatility 139.63 %
Total Loss Probability 99.44 %
Intrinsic value 0.000000
Present value 0.0110
Break even 12.03 CHF
Theta-0x
Vega0x
Rho0x

Company Profile

ams-OSRAM AG is an Austria-based company active in the semiconductors industry. It designs and produces integrated analog microchips and offers services and consulting in the areas of power management, sensors, sensor interfaces and mobile entertainment. The Company provides its products and services to customers in the communications, industrial, medical technology and automotive markets. The Company divides its activities into two business segments: Products and Foundry. The Products business segment consists of Consumer and Communications, Industry and Medical, as well as Automotive market areas and manufactures sensors, such as complementary metal-oxide-semiconductor (CMOS) sensors for environmental data. The Foundry business segment comprises the Full Service Foundry area that offers contract manufacture of analog integrated circuit (IC) technologies. The Company operates subsidiaries in Europe, the United States, Japan, India, China, Korea and the Philippines.
Sector
-
More about the company

Ratings for ams-OSRAM AG

Trading Rating
Investor Rating
ESG Refinitiv
B+
More Ratings

Consensus: ams-OSRAM AG

Sell
Consensus
Buy
Mean consensus
OUTPERFORM
Number of Analysts
10
Last Close Price
1.398 EUR
Average target price
3.328 EUR
Spread / Average Target
+138.08%
Consensus
  1. Stock Market
  2. Warrants
  3. WAMCNV Warrant
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