JB/CALL/EFG INTERNATIONAL N/10.5/0.3333/20.09.24 | Market Closed - Swiss Exchange 11:20:01 2024-05-08 EDT | ||
| 0.489 CHF | -4.68% |
|
| Current month | +57.23% | ||
| 1 month | +8.19% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
EFG INTERNATIONAL AG
| Date | Price | Change | Volume |
|---|---|---|---|
| 24-05-08 | 0.489 | -4.68% | 0 |
| 24-05-07 | 0.513 | +9.85% | 0 |
| 24-05-06 | 0.467 | +2.64% | 0 |
| 24-05-03 | 0.455 | +9.38% | 0 |
| 24-05-02 | 0.416 | +33.76% | 0 |
Delayed Quote Swiss Exchange
Last update May 08, 2024 at 11:20 am
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | EFG INTERNATIONAL AG |
| Issuer | Bank Julius Bär |
| EFZHJB | |
| ISIN | CH1276780389 |
| Date issued | 2023-07-25 |
| Strike | 10.5 CHF |
| Maturity | 2024-09-20 (135 Days) |
| Parity | 3 : 1 |
| Emission price | 0.42 CHF |
| Emission volume | N/A |
| Settlement | les deux |
| Currency | CHF |
Technical Indicators
| Highest since issue | 0.754 CHF |
|---|---|
| Lowest since issue | 0.138 CHF |
| Delta | 0.76x |
| Omega | 6.026 |
| Premium | 3.21x |
| Gearing | 7.97x |
| Moneyness | 1.103 |
| Difference Strike | -1.08 CHF |
| Difference Strike % | -10.29% |
| Spread | 0.01 CHF |
| Spread % | 2.04% |
| Theoretical value | 0.4840 |
| Implied Volatility | 28.05 % |
| Total Loss Probability | 30.07 % |
| Intrinsic value | 0.3600 |
| Present value | 0.1240 |
| Break even | 11.95 CHF |
| Theta | -0.01x |
| Vega | 0.01x |
| Rho | 0.01x |
Company Profile
EFG International AG is a Switzerland- based Company, which provides services in private banking sector. The Company is engaged in asset management for individuals and institutions clients. EFG International operates in around 40 locations worldwide, with a network spanning Europe, Asia Pacific, the Americas, and the Middle East.
Sector
-
Consensus: EFG International AG
Sell
Buy
Mean consensus
BUY
Number of Analysts
4
Last Close Price
11.58
CHF
Average target price
12.61
CHF
Spread / Average Target
+8.87%
- Stock Market
- Warrants
- EFZHJB Warrant