Market Closed - Swiss Exchange 11:20:00 2024-06-06 am EDT | ||
0.01 CHF | -50.00% |
6 months | -87.18% | ||
Current year | -85.29% |
Comparison chart between the derivative product and it's underlying value
Static data
Product type | Warrants |
---|---|
Buy / Sell | PUT |
Underlying | DAX |
Issuer | Vontobel |
WDAGDV | |
ISIN | CH1236771320 |
Date issued | 2023-01-12 |
Strike | 11,600 PTS |
Maturity | 2024-06-21 (5 Days) |
Parity | 500 : 1 |
Emission price | 0.79 CHF |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | CHF |
Technical Indicators
Highest since issue | 0.88 CHF |
---|---|
Lowest since issue | 0.01 CHF |
Delta | -0.01x |
Omega | 16.64 |
Premium | 35.66x |
Gearing | 3121.94x |
Moneyness | 0.6437 |
Difference Strike | -6,402 PTS |
Difference Strike % | -55.19% |
Spread | -0.002 CHF |
Spread % | 20.00% |
Theoretical value | 0.0110 |
Implied Volatility | 129.29 % |
Total Loss Probability | 99.12 % |
Intrinsic value | 0.000000 |
Present value | 0.0110 |
Break even | 11,594.23 CHF |
Theta | -0.05x |
Vega | 0x |
Rho | -0x |
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