Certificate BANK VONTOBEL/PUT/BARRICK GOLD CORP/12/0.25/20.12.24
Change-0.01 (-28.57%) Bid0.010 CHF Ask0.020 CHF Underlying price14.44 USD Last updateAug 12, 2024
15:20:01.165
UTC
Product classification
Warrants
ISIN
CH1325093867
WKN
A4A96B
Underlying
Underlying price
USD 14.44
Underlying date/time
-
Strike
USD 12.00
Cap
-
Country underlying
Canada
Issue date
Feb 23, 2024
Maturity date
Dec 20, 2024
Denomination / nominal
-
Multiplier
1:4
Currency
CHF
Implied volatility
49.01%
Quanto
no
Listing
SIX Structured Products Exchange
Spread
0.01
Spread homogenised
0.04
Spread in %
100.00%
Issue price
CHF 0.13
Initial valuation date
-
Final valuation date
-
Starting value
-
Settlement method
Physical delivery
Multiplier
1:4
Product currency
CHF
Underlying currency
USD
Tax treatment
-
Security type (eusipa Nr.)
Warrants (1130)
Warrants - type
PLAIN VANILLA
Agio in %
37.49%
Agio p.a. in %
108.25%
Leverage
207.16
Intrinsic Value
CHF 0.00
Time value
CHF 0.02
Break even
CHF 11.93
Moneyness
0.63
Implied volatility
49.01%
Historic volatility 30 days
-
Historic volatility 250 days
-
Omega
8.5409
Delta
-0.0309
Gamma
0.0532
Vega
0.0017
Theta
-0.0003
Rho
-0.0008