Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +105.00% |
Year to date (YTD) | +50.00% |
1 month | -43.24% |
3 months | -74.39% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 31.96 |
Premium | 0.15% |
Premium p.a. | 0.28% |
Leverage | 7.19 |
Implied volatility | 0.29 |
Premium | 14.82% |
Premium p.a. | 27.75% |
Leverage | 17.15 |
Implied volatility | 29.45% |
Moneyness | out-of-the-money |
Leverage | 7.1931 |
Delta | 0.4196 |
Gamma | 0.0052 |
Theta | -0.0009 |
Rho | 0.0068 |
Vega | 0.0100 |
Fair value | 0.21 |
Intrinsic value | n.a. |
Break-even | 42.14 |
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 |