JB/CALL/SWISS RE/95/0.0667/20.09.24 | Market Closed - Swiss Exchange 11:20:00 2024-07-03 EDT | ||
| 0.92 CHF | -8.00% |
|
| Current month | -22.03% | ||
| 1 month | -30.30% |
Quotes 5-day view
Delayed Quote Swiss Exchange| 2024-06-27 | 2024-06-28 | 2024-07-01 | 2024-07-02 | 2024-07-03 | |
|---|---|---|---|---|---|
| Last | 1.21 CHF | 1.18 CHF | 1.27 CHF | 1 CHF | 0.92 CHF |
| Change | +1.68% | -2.48% | +7.63% | -21.26% | -8.00% |
Performance
| 1 week | -22.69% | ||
| Current month | -22.03% | ||
| 1 month | -30.30% | ||
| 3 months | -17.12% | ||
| 6 months | +142.11% | ||
| Current year | +148.65% | ||
| 1 year | +119.05% |
Highs and lows
1 week
0.92
1.27
1 month
0.921.36
Historical data
| Date | Opening | High | Low | End-of-day | Volume |
|---|
Static data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | SWISS RE LTD |
| Issuer | Bank Julius Bär |
| SRZJJB | |
| ISIN | CH1272326021 |
| Date issued | 2023-06-09 |
| Strike | 95 CHF |
| Maturity | 2024-09-20 (79 Days) |
| Parity | 14.99 : 1 |
| Emission price | 0.47 CHF |
| Emission volume | N/A |
| Settlement | les deux |
| Currency | CHF |
Technical Indicators
| Highest since issue | 1.46 CHF |
|---|---|
| Lowest since issue | 0.21 CHF |
| Delta | 0.84x |
| Omega | 6.523 |
| Premium | 1.51x |
| Gearing | 7.81x |
| Moneyness | 1.127 |
| Difference Strike | -12.1 CHF |
| Difference Strike % | -12.74% |
| Spread | 0.01 CHF |
| Spread % | 1.09% |
| Theoretical value | 0.9150 |
| Implied Volatility | 29.03 % |
| Total Loss Probability | 19.99 % |
| Intrinsic value | 0.8071 |
| Present value | 0.1079 |
| Break even | 108.72 CHF |
| Theta | -0.01x |
| Vega | 0.01x |
| Rho | 0.01x |
- Stock Market
- Warrants
- SRZJJB Warrant
- Quotes JB/CALL/SWISS RE/95/0.0667/20.09.24
