Last price paid | 0.20 | |
Change | +17.65% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 19.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +11.76% |
Year to date (YTD) | +5.26% |
1 month | -56.52% |
3 months | -82.91% |
1 year | -25.93% |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 31.28 |
Premium | 0.01% |
Premium p.a. | 0.30% |
Leverage | 15.26 |
Implied volatility | 0.39 |
Premium | 0.58% |
Premium p.a. | 30.26% |
Leverage | 18.45 |
Implied volatility | 39.44% |
Moneyness | in-the-money |
Leverage | 15.2600 |
Delta | 0.8271 |
Gamma | 0.0133 |
Theta | -0.0038 |
Rho | 0.0005 |
Vega | 0.0012 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 36.99 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 264.10 |
Lonza Group | 492.00 |
Sika AG | 261.00 |
SONOVA HLDG N | 275.30 |
NOVARTIS N | 96.78 |
Name | Price |
---|---|
Compagnie Financi... | 143.75 |
ZURICH INSURANCE | 483.30 |
ROCHE GS | 253.00 |
SWISSCOM N | 505.00 |
Swiss Re | 112.40 |