Real-time Bid/Ask 03:47:01 2024-05-29 EDT | ||
1.17 CHF / 1.18 CHF | -6.75% |
Current month | +51.81% | ||
1 month | +41.57% |
Comparison chart between the derivative product and it's underlying value
Latest news about S&P 500
Date | Price | Change |
---|---|---|
24-05-28 | 1.26 | -0.79% |
24-05-24 | 1.27 | -3.05% |
24-05-23 | 1.31 | -3.68% |
Delayed Quote Swiss Exchange
Last update May 28, 2024 at 11:20 am
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | S&P 500 |
Issuer | Vontobel |
WSPCJV | |
ISIN | CH1312974475 |
Date issued | 2024-01-04 |
Strike | 5,600 PTS |
Maturity | 2024-12-20 (206 Days) |
Parity | 100 : 1 |
Emission price | 0.3 CHF |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | CHF |
Technical Indicators
Highest since issue | 1.72 CHF |
---|---|
Lowest since issue | 0.37 CHF |
Delta | 0.41x |
Omega | 16.77 |
Premium | 8.01x |
Gearing | 40.5x |
Moneyness | 0.9475 |
Difference Strike | 294 PTS |
Difference Strike % | +5.25% |
Spread | 0.01 CHF |
Spread % | 0.83% |
Theoretical value | 1.185 |
Implied Volatility | 11.48 % |
Total Loss Probability | 61.97 % |
Intrinsic value | 0.000000 |
Present value | 1.185 |
Break even | 5,729.94 CHF |
Theta | -0.05x |
Vega | 0.14x |
Rho | 0.1x |
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