Fixing | 23.12.2024 |
Settlement date | 21.03.2024 |
Last trading | 23.12.2024 |
Final fixing | 23.12.2024 |
Currency redemption | CHF |
Perf. since issue | -75.53% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | -76.60% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.47 |
Underlying price on issue | 25.02 |
Premium | 0.21% |
Premium p.a. | 0.41% |
Leverage | 9.71 |
Implied volatility | 0.28 |
Premium | 21.49% |
Premium p.a. | 40.85% |
Leverage | 112.65 |
Implied volatility | 28.38% |
Moneyness | out-of-the-money |
Leverage | 9.7077 |
Delta | -0.0862 |
Gamma | 0.0147 |
Theta | -0.0009 |
Rho | -0.0065 |
Vega | 0.0148 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 22.74 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
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 |