Quotes BANK VONTOBEL/CALL/SWISS RE/100/0.1/20.12.24

Warrant

WSRBLV

CH1225162739

Market Closed - Swiss Exchange 11:20:00 2024-07-05 EDT
1.11 CHF -2.63% Intraday chart for BANK VONTOBEL/CALL/SWISS RE/100/0.1/20.12.24
Current month-23.45%
1 month-31.48%

Quotes 5-day view

Delayed Quote Swiss Exchange
BANK VONTOBEL/CALL/SWISS RE/100/0.1/20.12.24(WSRBLV) : Historical Chart (5-day)
  2024-07-02 2024-07-03 2024-07-04 2024-07-05
Last 1.2 CHF 1.08 CHF 1.14 CHF 1.11 CHF
Change -23.08% -10.00% +5.56% -2.63%

Performance

1 week-23.45%
Current month-23.45%
1 month-31.48%
3 months+5.71%
6 months+149.44%
Current year+170.73%
1 year+188.31%

Highs and lows

1 week
1.08
Extreme 1.08
1.56
1 month
1.08
Extreme 1.08
1.70

Historical data

DateOpeningHighLowEnd-of-dayVolume

Static data

Product typeWarrants
Buy / SellCALL
Underlying SWISS RE LTD
IssuerLogo Issuer Vontobel Vontobel
WSRBLV
ISINCH1225162739
Date issued 2022-11-22
Strike 100 CHF
Maturity 2024-12-20 (168 Days)
Parity 10 : 1
Emission price 0.16 CHF
Emission volume N/A
Settlement physique
Currency CHF

Technical Indicators

Highest since issue 1.75 CHF
Lowest since issue 0.216 CHF
Delta0.73x
Omega 7.070
Premium3.3x
Gearing9.73x
Moneyness 1.075
Difference Strike -7.4 CHF
Difference Strike %-7.40%
Spread 0.01 CHF
Spread %0.90%
Theoretical value 1.105
Implied Volatility 21.95 %
Total Loss Probability 32.47 %
Intrinsic value 0.7500
Present value 0.3550
Break even 111.05 CHF
Theta-0.01x
Vega0.02x
Rho0.03x
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