Fixing | 21.06.2024 |
Settlement date | 09.11.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +190.48% |
Year to date (YTD) | +434.78% |
1 month | +43.02% |
3 months | +355.56% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.42 |
Underlying price on issue | 44.68 |
Premium | 0.00% |
Premium p.a. | 0.14% |
Leverage | 7.72 |
Implied volatility | 0.60 |
Premium | 0.26% |
Premium p.a. | 13.58% |
Leverage | 8.17 |
Implied volatility | 59.57% |
Moneyness | in-the-money |
Leverage | 7.7157 |
Delta | 0.9443 |
Gamma | 0.0054 |
Theta | -0.0070 |
Rho | 0.0016 |
Vega | 0.0015 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 52.40 |
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 |