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 |
Fixing | 21.03.2025 |
Settlement date | 26.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
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. |
Issue price | 0.20 |
Underlying price on issue | 11.62 |
Premium | 0.24% |
Premium p.a. | 0.31% |
Leverage | 6.80 |
Implied volatility | 0.30 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 263.60 |
Sika AG | 260.90 |
SONOVA HLDG N | 275.30 |
Lonza Group | 490.20 |
NOVARTIS N | 96.90 |
Name | Price |
---|---|
Compagnie Financi... | 143.25 |
ZURICH INSURANCE | 483.10 |
SWISSCOM N | 504.50 |
Swiss Re | 112.40 |
ROCHE GS | 253.50 |