Market Closed - Swiss Exchange 08:50:00 27/06/2024 pm IST | ||
6.03 CHF | +1.34% |
|
Current month | -11.58% | ||
1 month | -18.73% |
Comparison chart between the derivative product and it's underlying value
Latest news about DAX
Date | Price | Change |
---|---|---|
27/24/27 | 6.03 | +1.34% |
26/24/26 | 5.95 | -0.34% |
25/24/25 | 5.97 | -4.94% |
24/24/24 | 6.28 | +4.49% |
21/24/21 | 6.01 | -1.80% |
Delayed Quote Swiss Exchange
Last update June 27, 2024 at 08:50 pm IST
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | DAX |
Issuer | Bank Julius Bär |
DAVHJB | |
ISIN | CH1294274134 |
Date issued | 27/09/2023 |
Strike | 15,500 PTS |
Maturity | 20/12/2024 (176 Days) |
Parity | 500 : 1 |
Emission price | 2.81 CHF |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | CHF |
Technical Indicators
Highest since issue | 7.65 CHF |
---|---|
Lowest since issue | 2.14 CHF |
Delta | 0.89x |
Omega | 5.151 |
Premium | 2.37x |
Gearing | 5.8x |
Moneyness | 1.175 |
Difference Strike | -2,711 PTS |
Difference Strike % | -17.49% |
Spread | 0.01 CHF |
Spread % | 0.17% |
Theoretical value | 6.035 |
Implied Volatility | 22.56 % |
Total Loss Probability | 14.46 % |
Intrinsic value | 5.204 |
Present value | 0.8306 |
Break even | 18,638.95 CHF |
Theta | -0.04x |
Vega | 0.05x |
Rho | 0.14x |
- Stock Market
- Warrants
- DAVHJB Warrant