Perf. since issue | -5.17% |
Year to date (YTD) | n.a. |
1 month | +47.37% |
3 months | +21.74% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 74.03 |
Premium | 0.11% |
Premium p.a. | 0.15% |
Leverage | 10.26 |
Implied volatility | 0.18 |
Premium | 11.00% |
Premium p.a. | 14.55% |
Leverage | 27.11 |
Implied volatility | 17.52% |
Moneyness | out-of-the-money |
Leverage | 10.2617 |
Delta | 0.3785 |
Gamma | 0.0033 |
Theta | -0.0009 |
Rho | 0.0193 |
Vega | 0.0246 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 82.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
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 |