derinet® Switzerland
Back

Call Warrant on Givaudan SA

  • Valor 111039433
  • ISIN CH1110394330
  • Symbol WGIAAV
Bid (indicative)
Size
Ask (indicative)
Size
CurrencyCHF
Price on
Sell
Buy
Givaudan SACHF 
Please note that this is an indication.

Documents

Key data
Leverage

Leverage is a measure of the percentage change in the price of an option given a one percent change in the price of the underlying instrument.

10.21
Gearing

Current price of the underlying instrument divided by the price of the warrant. A warrant can be based on a fraction or a multiple of the underlying, which has to be taken into consideration. Gearing merely states how many warrants can be bought for the same amount of money as one unit of the underlying security.

15.11
Break Even

Price of underlying at which neither a profit nor a loss result. With reference to a call option, break even corresponds to the underlying price plus the price of the warrant. With reference to a put option, break even corresponds to the underlying price minus the price of the warrant. Also called: break-even point.

CHF 4,700.00
Intrinsic Value

The value of an option that could be realized when exercised. In practice, intrinsic value is viewed as the positive difference between the current market price of the underlying and the strike price.

0.27
Delta

Measure indicating the change in the price of an option when the price of the underlying instrument changes by one unit and all other factors remain unchanged.

0.68
Premium3.7000%
Life cycle
Initial fixing01/07/2021
First Trading Day02/07/2021
Payment date08/07/2021
Final fixing18/03/2022
Redemption25/03/2022

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike Price
CHF 4,523.00CHF 4,400.00

No chart available

Key data
Leverage

Leverage is a measure of the percentage change in the price of an option given a one percent change in the price of the underlying instrument.

10.21
Gearing

Current price of the underlying instrument divided by the price of the warrant. A warrant can be based on a fraction or a multiple of the underlying, which has to be taken into consideration. Gearing merely states how many warrants can be bought for the same amount of money as one unit of the underlying security.

15.11
Break Even

Price of underlying at which neither a profit nor a loss result. With reference to a call option, break even corresponds to the underlying price plus the price of the warrant. With reference to a put option, break even corresponds to the underlying price minus the price of the warrant. Also called: break-even point.

CHF 4,700.00
Intrinsic Value

The value of an option that could be realized when exercised. In practice, intrinsic value is viewed as the positive difference between the current market price of the underlying and the strike price.

0.27
Delta

Measure indicating the change in the price of an option when the price of the underlying instrument changes by one unit and all other factors remain unchanged.

0.68
Premium3.7000%
Life cycle
Initial fixing01/07/2021
First Trading Day02/07/2021
Payment date08/07/2021
Final fixing18/03/2022
Redemption25/03/2022
Figures
SSPA categorisationWarrant
SymbolWGIAAV
Securities No.111039433
ISINCH1110394330
TypeCall
StyleAmerican
Strike price

Reference price of the underlying used to calculate the cash settlement on expiry of the warrant. In cases of physical delivery it is the price at which the underlying is bought (call) or sold (put). Also called: exercise price

CHF 4,400.00
Underlying/
ISIN of underlying
Givaudan
CH0010645932
Ratio0.002
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliverycash payment
Issuance ProgrammeLink to the Issuance Program