Quotes JB/CALL/VAT GROUP/345/0.01/20.12.24

Warrant

VAYRJB

CH1272334660

Real-time Bid/Ask 02:10:47 05/07/2024 pm IST
1.8 CHF / 1.81 CHF +2.56% Intraday chart for JB/CALL/VAT GROUP/345/0.01/20.12.24
3 months+19.73%
6 months+102.30%

Quotes 5-day view

Delayed Quote Swiss Exchange
JB/CALL/VAT GROUP/345/0.01/20.12.24(VAYRJB) : Historical Chart (5-day)
  27/06/2024 01/07/2024 02/07/2024 04/07/2024 05/07/2024
Last 1.76 CHF 1.72 CHF 1.77 CHF 1.76 CHF 1.76 CHF
Change +2.33% -2.27% +2.91% -0.56% +2.56%

Performance

1 month+22.22%
3 months+19.73%
6 months+102.30%
Current year+61.47%
1 year+117.28%

Highs and lows

1 week
1.72
Extreme 1.72
1.77
1 month
1.58
Extreme 1.58
1.80

Historical data

DateOpeningHighLowEnd-of-dayVolume

Static data

Product typeWarrants
Buy / SellCALL
Underlying VAT GROUP AG
Issuer Bank Julius Bär
VAYRJB
ISINCH1272334660
Date issued 23/06/2023
Strike 345 CHF
Maturity 20/12/2024 (169 Days)
Parity 100 : 1
Emission price 0.76 CHF
Emission volume N/A
Settlement les deux
Currency CHF

Technical Indicators

Highest since issue 1.8 CHF
Lowest since issue 0.44 CHF
Delta0.91x
Omega 2.577
Premium2.28x
Gearing2.85x
Moneyness 1.489
Difference Strike -170.4 CHF
Difference Strike %-49.39%
Spread 0.01 CHF
Spread %0.55%
Theoretical value 1.805
Implied Volatility 52.55 %
Total Loss Probability 16.93 %
Intrinsic value 1.688
Present value 0.1170
Break even 525.50 CHF
Theta-0.01x
Vega0.01x
Rho0.01x
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