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Put Warrant on Brent Crude Oil Future Dec 2022

  • Valor 118563425
  • ISIN CH1185634255
  • Symbol WCOBXV
Bid (indicative)
Size
Ask (indicative)
Size
CurrencyCHF
Price on
Sell
Buy
Brent Crude Oil Future Dec 2022USD 
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.

4.43
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.

8.01
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.

USD 87.86
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.

0.59
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.

0.55
Premium5.9300%
Life cycle
Initial fixing30/05/2022
First Trading Day31/05/2022
Payment date07/06/2022
Final fixing26/10/2022
Redemption02/11/2022

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike Price
USD 91.92USD 100.00

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.

4.43
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.

8.01
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.

USD 87.86
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.

0.59
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.

0.55
Premium5.9300%
Life cycle
Initial fixing30/05/2022
First Trading Day31/05/2022
Payment date07/06/2022
Final fixing26/10/2022
Redemption02/11/2022
Figures
SSPA categorisationWarrant
SymbolWCOBXV
Securities No.118563425
ISINCH1185634255
TypePut
StyleEuropean
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

USD 100.00
Underlying/
ISIN of underlying
Brent Crude Oil Future Dec 22
XC0009677409
Ratio0.1
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliverycash payment
Issuance ProgrammeLink to the Issuance Program