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Security PDF for download Publication date
Termsheet 05.01.2024
Key Information Document DE 05.01.2024
Key Information Document EN 05.01.2024
Key Information Document FR 05.01.2024
Key Information Document IT 05.01.2024

Price data

  Bid Ask
Price 0.12 0.13
Volume 425'000.00 425'000.00
Date/time 26.06.24 10:04 26.06.24 10:04

Current data

Last price paid 0.13
Change -7.14% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 20.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date12.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Key figures on issue

Issue price0.32
Underlying price on issue33.17
Premium0.17%
Premium p.a.0.32%
Leverage6.19
Implied volatility0.34

Reference data

Key figures

Premium 16.90%
Premium p.a. 31.80%
Leverage 28.33
Implied volatility 34.15%
Moneyness out-of-the-money
Leverage 6.1859
Delta -0.2184
Gamma 0.0033
Theta -0.0006
Rho -0.0048
Vega 0.0076
Fair value 0.13
Intrinsic value n.a.
Break-even 30.70
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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