Fixing | 20.09.2024 |
Settlement date | 26.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Issue price | 0.19 |
Underlying price on issue | 69.30 |
Premium | 0.08% |
Premium p.a. | 0.32% |
Leverage | 20.38 |
Implied volatility | 0.17 |
Premium | 8.16% |
Premium p.a. | 32.01% |
Leverage | 83.11 |
Implied volatility | 17.15% |
Moneyness | out-of-the-money |
Leverage | 20.3770 |
Delta | 0.2452 |
Gamma | 0.0048 |
Theta | -0.0012 |
Rho | 0.0044 |
Vega | 0.0119 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 80.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
Name | Price |
---|---|
KUEHNE & NAGEL | 263.80 |
Lonza Group | 490.50 |
Sika AG | 260.70 |
SONOVA HLDG N | 275.30 |
GEBERIT N | 546.60 |
Name | Price |
---|---|
Compagnie Financi... | 143.15 |
ZURICH INSURANCE | 482.50 |
SWISSCOM N | 505.00 |
Swiss Re | 112.35 |
ROCHE GS | 253.60 |