Last price paid | 0.24 | |
Change | -4.00% [ -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 | 08.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +17.50% |
Year to date (YTD) | -11.11% |
1 month | -17.24% |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Premium | 6.82% |
Premium p.a. | 26.49% |
Leverage | 18.46 |
Implied volatility | 31.79% |
Moneyness | out-of-the-money |
Leverage | 8.7875 |
Delta | 0.4759 |
Gamma | 0.0014 |
Theta | -0.0013 |
Rho | 0.0040 |
Vega | 0.0087 |
Fair value | 0.24 |
Intrinsic value | n.a. |
Break-even | 92.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 262.40 |
Sika AG | 260.60 |
LOGITECH INT. | 87.70 |
Partners Group Ho... | 1'163.50 |
UBS | 26.76 |
Name | Price |
---|---|
Nestlé SA | 93.94 |
ZURICH INSURANCE | 486.00 |
SWISSCOM N | 506.50 |
Compagnie Financi... | 144.90 |
NOVARTIS N | 96.31 |