Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Issue price | 0.38 |
Underlying price on issue | 322.80 |
Premium | 0.36% |
Premium p.a. | 18.64% |
Leverage | 9.61 |
Implied volatility | 1.78 |
Premium | 35.75% |
Premium p.a. | 1863.97% |
Leverage | 330.47 |
Implied volatility | 178.49% |
Moneyness | out-of-the-money |
Leverage | 9.6066 |
Delta | -0.0291 |
Gamma | 0.0000 |
Theta | -0.0053 |
Rho | 0.0000 |
Vega | 0.0005 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 318.50 |
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 |