Last price paid | 0.48 | |
Change | +11.63% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Fixing | 23.12.2024 |
Settlement date | 09.04.2024 |
Last trading | 23.12.2024 |
Final fixing | 23.12.2024 |
Currency redemption | CHF |
Issue price | 1.30 |
Underlying price on issue | 25.62 |
Premium | 0.11% |
Premium p.a. | 0.20% |
Leverage | 7.22 |
Implied volatility | 0.28 |
Premium | 10.51% |
Premium p.a. | 20.09% |
Leverage | 25.89 |
Implied volatility | 27.82% |
Moneyness | out-of-the-money |
Leverage | 7.2172 |
Delta | -0.2788 |
Gamma | 0.0322 |
Theta | -0.0017 |
Rho | -0.0215 |
Vega | 0.0314 |
Fair value | 0.50 |
Intrinsic value | n.a. |
Break-even | 25.88 |
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 |