JB/PUT/SANOFI/95/0.04/20.12.24 | Market Closed - Swiss Exchange 11:20:00 2024-07-16 am EDT | ||
| 0.28 CHF | +3.70% |
|
| 1 month | -28.21% | ||
| 3 months | -44.00% |
Quotes 5-day view
Delayed Quote Swiss Exchange| 2024-07-10 | 2024-07-12 | 2024-07-15 | 2024-07-16 | |
|---|---|---|---|---|
| Last | 0.25 CHF | 0.24 CHF | 0.27 CHF | 0.28 CHF |
| Change | -10.71% | -4.00% | +12.50% | +3.70% |
Performance
| Current month | -12.50% | ||
| 1 month | -28.21% | ||
| 3 months | -44.00% | ||
| 6 months | -15.15% |
Highs and lows
1 week
0.24
0.28
1 month
0.240.37
Historical data
| Date | Opening | High | Low | End-of-day | Volume |
|---|
Static data
| Product type | Warrants |
|---|---|
| Buy / Sell | PUT |
| Underlying | SANOFI |
| Issuer | Bank Julius Bär |
| SAZRJB | |
| ISIN | CH1317200009 |
| Date issued | 2024-01-12 |
| Strike | 95 € |
| Maturity | 2024-12-20 (157 Days) |
| Parity | 25 : 1 |
| Emission price | 0.32 CHF |
| Emission volume | N/A |
| Settlement | les deux |
| Currency | CHF |
Technical Indicators
| Highest since issue | 0.54 CHF |
|---|---|
| Lowest since issue | 0.24 CHF |
| Delta | -0.5x |
| Omega | 6.349 |
| Premium | 4.6x |
| Gearing | 12.57x |
| Moneyness | 1.034 |
| Difference Strike | 3.08 € |
| Difference Strike % | +3.24% |
| Spread | 0.01 CHF |
| Spread % | 3.45% |
| Theoretical value | 0.2850 |
| Implied Volatility | 26.69 % |
| Total Loss Probability | 42.57 % |
| Intrinsic value | 0.1201 |
| Present value | 0.1649 |
| Break even | 87.69 CHF |
| Theta | -0x |
| Vega | 0.01x |
| Rho | -0.01x |
- Stock Market
- Warrants
- SAZRJB Warrant
- Quotes JB/PUT/SANOFI/95/0.04/20.12.24
