Last price paid | 0.44 | |
Change | -6.38% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +3.41% |
Year to date (YTD) | -4.35% |
1 month | +37.50% |
3 months | +4.76% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.44 |
Underlying price on issue | 69.30 |
Premium | 0.02% |
Premium p.a. | 0.08% |
Leverage | 11.56 |
Implied volatility | 0.18 |
Premium | 2.41% |
Premium p.a. | 9.45% |
Leverage | 16.43 |
Implied volatility | 18.92% |
Moneyness | in-the-money |
Leverage | 11.2288 |
Delta | 0.6835 |
Gamma | 0.0050 |
Theta | -0.0016 |
Rho | 0.0119 |
Vega | 0.0134 |
Fair value | 0.18 |
Intrinsic value | n.a. |
Break-even | 76.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 276.40 |
Sika AG | 261.50 |
KUEHNE & NAGEL | 262.10 |
LOGITECH INT. | 88.14 |
Lonza Group | 490.90 |
Name | Price |
---|---|
ZURICH INSURANCE | 482.40 |
Compagnie Financi... | 143.50 |
SWISSCOM N | 506.00 |
Swiss Re | 112.60 |
UBS | 26.56 |