Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 28.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -89.13% |
Year to date (YTD) | -70.00% |
1 month | 0.00% |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 241.00 |
Premium | 0.23% |
Premium p.a. | 0.88% |
Leverage | 12.46 |
Implied volatility | 0.34 |
Premium | 22.70% |
Premium p.a. | 88.13% |
Leverage | 205.68 |
Implied volatility | 34.31% |
Moneyness | out-of-the-money |
Leverage | 12.4596 |
Delta | -0.0606 |
Gamma | 0.0001 |
Theta | -0.0006 |
Rho | -0.0009 |
Vega | 0.0031 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 198.75 |
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 |