Last price paid | 0.38 | |
Change | -11.63% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 27.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +97.37% |
Year to date (YTD) | -25.49% |
1 month | -38.71% |
3 months | +5.56% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 455.25 |
Premium | 0.03% |
Premium p.a. | 0.13% |
Leverage | 9.45 |
Implied volatility | 0.24 |
Premium | 3.28% |
Premium p.a. | 12.73% |
Leverage | 14.39 |
Implied volatility | 23.51% |
Moneyness | in-the-money |
Leverage | 9.4516 |
Delta | 0.6566 |
Gamma | 0.0001 |
Theta | -0.0014 |
Rho | 0.0082 |
Vega | 0.0101 |
Fair value | 0.18 |
Intrinsic value | n.a. |
Break-even | 557.50 |
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 |