Quotes JB/CALL/VAT GROUP/320/0.0125/20.12.24

Warrant

VAZTJB

CH1286516856

Real-time Bid/Ask 04:09:14 2024-07-05 EDT
2.52 CHF / 2.53 CHF +1.81% Intraday chart for JB/CALL/VAT GROUP/320/0.0125/20.12.24
3 months+18.66%
6 months+92.25%

Quotes 5-day view

Delayed Quote Swiss Exchange
JB/CALL/VAT GROUP/320/0.0125/20.12.24(VAZTJB) : Historical Chart (5-day)
  2024-06-27 2024-07-01 2024-07-02 2024-07-04 2024-07-05
Last 2.48 CHF 2.44 CHF 2.5 CHF 2.48 CHF 2.48 CHF
Change +2.06% -1.61% +2.46% -0.80% +1.81%

Performance

1 month+19.81%
3 months+18.66%
6 months+92.25%
Current year+55.00%

Highs and lows

1 week
2.44
Extreme 2.44
2.50
1 month
2.24
Extreme 2.24
2.53

Historical data

DateOpeningHighLowEnd-of-dayVolume

Static data

Product typeWarrants
Buy / SellCALL
Underlying VAT GROUP AG
Issuer Bank Julius Bär
VAZTJB
ISINCH1286516856
Date issued 2023-09-21
Strike 320 CHF
Maturity 2024-12-20 (169 Days)
Parity 80 : 1
Emission price 0.74 CHF
Emission volume N/A
Settlement les deux
Currency CHF

Technical Indicators

Highest since issue 2.53 CHF
Lowest since issue 0.68 CHF
Delta0.93x
Omega 2.357
Premium1.79x
Gearing2.54x
Moneyness 1.603
Difference Strike -194.3 CHF
Difference Strike %-60.72%
Spread 0.01 CHF
Spread %0.40%
Theoretical value 2.515
Implied Volatility 53.85 %
Total Loss Probability 13.03 %
Intrinsic value 2.408
Present value 0.1075
Break even 521.20 CHF
Theta-0.01x
Vega0.01x
Rho0.02x
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