JB/PUT/SANOFI/100/0.04/20.09.24 | Market Closed - Swiss Exchange 11:20:00 2024-07-16 EDT | ||
| 0.35 CHF | +6.06% |
|
| Current month | -14.63% | ||
| 1 month | -31.37% |
Quotes 5-day view
Delayed Quote Swiss Exchange| 2024-07-11 | 2024-07-12 | 2024-07-15 | 2024-07-16 | |
|---|---|---|---|---|
| Last | 0.3 CHF | 0.28 CHF | 0.33 CHF | 0.35 CHF |
| Change | -3.23% | -6.67% | +17.86% | +6.06% |
Performance
| 1 week | +2.94% | ||
| Current month | -14.63% | ||
| 1 month | -31.37% | ||
| 3 months | -45.31% | ||
| 6 months | -12.50% |
Highs and lows
1 week
0.28
0.35
1 month
0.280.50
Historical data
| Date | Opening | High | Low | End-of-day | Volume |
|---|
Static data
| Product type | Warrants |
|---|---|
| Buy / Sell | PUT |
| Underlying | SANOFI |
| Issuer | Bank Julius Bär |
| SANBJB | |
| ISIN | CH1311831254 |
| Date issued | 2024-01-09 |
| Strike | 100 € |
| Maturity | 2024-09-20 (66 Days) |
| Parity | 25 : 1 |
| Emission price | 0.4 CHF |
| Emission volume | N/A |
| Settlement | les deux |
| Currency | CHF |
Technical Indicators
| Highest since issue | 0.7 CHF |
|---|---|
| Lowest since issue | 0.28 CHF |
| Delta | -0.73x |
| Omega | 7.350 |
| Premium | 1.12x |
| Gearing | 10.09x |
| Moneyness | 1.088 |
| Difference Strike | 8.08 € |
| Difference Strike % | +8.08% |
| Spread | 0.01 CHF |
| Spread % | 2.78% |
| Theoretical value | 0.3550 |
| Implied Volatility | 27.40 % |
| Total Loss Probability | 23.41 % |
| Intrinsic value | 0.3148 |
| Present value | 0.0402 |
| Break even | 90.89 CHF |
| Theta | -0.01x |
| Vega | 0.01x |
| Rho | -0.01x |
- Stock Market
- Warrants
- SANBJB Warrant
- Quotes JB/PUT/SANOFI/100/0.04/20.09.24
