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Security PDF for download Publication date
Termsheet 19.03.2024
Key Information Document DE 19.03.2024
Key Information Document EN 19.03.2024
Key Information Document FR 19.03.2024
Key Information Document IT 19.03.2024

Price data

  Bid Ask
Price 0.055 0.065
Volume 925'000.00 475'000.00
Date/time 26.06.24 10:52 26.06.24 10:52

Current data

Last price paid 0.055
Change -8.33% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 20.06.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date26.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -72.50%
Year to date (YTD) n.a.
1 month -8.33%
3 months -67.65%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue11.62
Premium0.24%
Premium p.a.0.31%
Leverage6.80
Implied volatility0.30

Reference data

Key figures

Premium 23.50%
Premium p.a. 31.19%
Leverage 50.98
Implied volatility 29.87%
Moneyness out-of-the-money
Leverage 6.8028
Delta -0.1334
Gamma 0.0118
Theta -0.0003
Rho -0.0032
Vega 0.0052
Fair value 0.06
Intrinsic value n.a.
Break-even 10.73
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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