Last price paid | 0.46 | |
Change | -2.13% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 23.05.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Premium | 5.86% |
Premium p.a. | 10.97% |
Leverage | 9.90 |
Implied volatility | 26.12% |
Moneyness | in-the-money |
Leverage | 5.4221 |
Delta | -0.5475 |
Gamma | 0.0000 |
Theta | -0.0009 |
Rho | -0.0147 |
Vega | 0.0132 |
Fair value | 0.27 |
Intrinsic value | n.a. |
Break-even | 433.50 |
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 |