Last price paid | 0.72 | |
Change | -1.37% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Perf. since issue | -9.49% |
Year to date (YTD) | -34.55% |
1 month | +24.14% |
3 months | -13.25% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.79 |
Underlying price on issue | 109.05 |
Premium | 0.02% |
Premium p.a. | 0.08% |
Leverage | 11.55 |
Implied volatility | 0.17 |
Premium | 1.96% |
Premium p.a. | 7.60% |
Leverage | 16.07 |
Implied volatility | 17.35% |
Moneyness | in-the-money |
Leverage | 11.5520 |
Delta | 0.7189 |
Gamma | 0.0033 |
Theta | -0.0021 |
Rho | 0.0194 |
Vega | 0.0196 |
Fair value | 0.22 |
Intrinsic value | n.a. |
Break-even | 117.15 |
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 |