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 |
Fixing | 20.12.2024 |
Settlement date | 12.01.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Issue price | 0.32 |
Underlying price on issue | 33.17 |
Premium | 0.17% |
Premium p.a. | 0.32% |
Leverage | 6.19 |
Implied volatility | 0.34 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 263.60 |
SONOVA HLDG N | 275.80 |
Sika AG | 260.90 |
Lonza Group | 490.50 |
GEBERIT N | 547.00 |
Name | Price |
---|---|
Compagnie Financi... | 143.35 |
ZURICH INSURANCE | 483.10 |
SWISSCOM N | 505.00 |
Swiss Re | 112.35 |
ROCHE GS | 253.70 |