Fixing | 19.04.2024 |
Settlement date | 05.02.2024 |
Last trading | 19.04.2024 |
Final fixing | 19.04.2024 |
Currency redemption | CHF |
Perf. since issue | +400.00% |
Year to date (YTD) | n.a. |
1 month | -5.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 66.77 |
Premium | 0.00% |
Premium p.a. | 0.09% |
Leverage | 9.73 |
Implied volatility | 0.46 |
Premium | 0.18% |
Premium p.a. | 9.44% |
Leverage | 10.31 |
Implied volatility | 46.41% |
Moneyness | in-the-money |
Leverage | 9.7326 |
Delta | 0.9436 |
Gamma | 0.0023 |
Theta | -0.0040 |
Rho | 0.0013 |
Vega | 0.0012 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 77.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 263.80 |
SONOVA HLDG N | 276.70 |
Lonza Group | 490.90 |
Sika AG | 260.70 |
LOGITECH INT. | 87.96 |
Name | Price |
---|---|
ZURICH INSURANCE | 481.90 |
Compagnie Financi... | 143.50 |
Swiss Re | 112.25 |
SWISSCOM N | 505.50 |
ROCHE GS | 253.80 |