Last price paid | 0.01 | |
Change | -66.67% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 1'000.00 Unit | |
Date/time | 20.06.2024 17:15 |
Fixing | 21.06.2024 |
Settlement date | 30.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -97.11% |
Year to date (YTD) | -98.31% |
1 month | -80.00% |
3 months | -66.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 76.30 |
Premium | 0.05% |
Premium p.a. | 2.80% |
Leverage | 67.02 |
Implied volatility | 0.25 |
Premium | 5.38% |
Premium p.a. | 280.47% |
Leverage | 863.64 |
Implied volatility | 25.27% |
Moneyness | out-of-the-money |
Leverage | 67.0209 |
Delta | 0.0776 |
Gamma | 0.0021 |
Theta | -0.0016 |
Rho | 0.0001 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 100.11 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |