Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 18.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.80% |
Year to date (YTD) | n.a. |
1 month | -75.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 106.13 |
Premium | 0.12% |
Premium p.a. | 6.44% |
Leverage | 34.87 |
Implied volatility | 0.52 |
Premium | 12.36% |
Premium p.a. | 644.43% |
Leverage | 1'063.81 |
Implied volatility | 52.27% |
Moneyness | out-of-the-money |
Leverage | 34.8666 |
Delta | -0.0328 |
Gamma | 0.0009 |
Theta | -0.0038 |
Rho | -0.0001 |
Vega | 0.0011 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 97.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 263.90 |
Lonza Group | 492.00 |
SONOVA HLDG N | 274.90 |
Sika AG | 260.20 |
NOVARTIS N | 96.71 |
Name | Price |
---|---|
Compagnie Financi... | 143.40 |
ZURICH INSURANCE | 483.20 |
SWISSCOM N | 503.50 |
ROCHE GS | 252.80 |
Swiss Re | 112.20 |