Quotes BANK VONTOBEL/CALL/ROCHE GS/320/0.02/20.12.24

Warrant

WROBOV

CH1225163018

Market Closed - Swiss Exchange 11:20:00 2024-05-16 EDT
0.014 CHF +40.00% Intraday chart for BANK VONTOBEL/CALL/ROCHE GS/320/0.02/20.12.24
3 months-50.00%
6 months-61.11%

Performance

Current month+40.00%
3 months-50.00%
6 months-61.11%
Current year-63.16%
1 year-93.97%

Historical data

DateOpeningHighLowEnd-of-dayVolume

Static data

Product typeWarrants
Buy / SellCALL
Underlying ROCHE HOLDING AG
IssuerLogo Issuer Vontobel Vontobel
WROBOV
ISINCH1225163018
Date issued 2022-11-22
Strike 320 CHF
Maturity 2024-12-20 (203 Days)
Parity 50 : 1
Emission price 0.48 CHF
Emission volume N/A
Settlement physique
Currency CHF

Technical Indicators

Highest since issue 0.53 CHF
Lowest since issue 0.008 CHF
Delta0.05x
Omega 13.91
Premium38.9x
Gearing271.76x
Moneyness 0.7219
Difference Strike 89 CHF
Difference Strike %+27.81%
Spread 0.01 CHF
Spread %45.45%
Theoretical value 0.0170
Implied Volatility 24.63 %
Total Loss Probability 96.55 %
Intrinsic value 0.000000
Present value 0.0170
Break even 320.85 CHF
Theta-0x
Vega0x
Rho0x
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  4. Quotes BANK VONTOBEL/CALL/ROCHE GS/320/0.02/20.12.24