JB/CALL/BALOISE N/132.5/0.0333/20.12.24 | Market Closed - Swiss Exchange 16:20:00 19/06/2024 BST | ||
| 0.98 CHF | -1.01% |
|
| Current month | +12.64% | ||
| 1 month | +40.00% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
BÂLOISE HOLDING AG
| Date | Price | Change |
|---|---|---|
| 19/06/24 | 0.98 | -1.01% |
| 18/06/24 | 0.99 | +10.00% |
| 17/06/24 | 0.9 | +3.45% |
| 12/06/24 | 0.87 | +2.35% |
| 11/06/24 | 0.85 | -3.41% |
Delayed Quote Swiss Exchange
Last update June 19, 2024 at 04:20 pm
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | BÂLOISE HOLDING AG |
| Issuer | Bank Julius Bär |
| BALVJB | |
| ISIN | CH1272334728 |
| Date issued | 23/06/2023 |
| Strike | 132.5 CHF |
| Maturity | 20/12/2024 (184 Days) |
| Parity | 30.03 : 1 |
| Emission price | 0.53 CHF |
| Emission volume | N/A |
| Settlement | les deux |
| Currency | CHF |
Technical Indicators
| Highest since issue | 0.99 CHF |
|---|---|
| Lowest since issue | 0.27 CHF |
| Delta | 0.87x |
| Omega | 4.694 |
| Premium | 2x |
| Gearing | 5.42x |
| Moneyness | 1.197 |
| Difference Strike | -26.1 CHF |
| Difference Strike % | -19.70% |
| Spread | 0.01 CHF |
| Spread % | 1.02% |
| Theoretical value | 0.9750 |
| Implied Volatility | 25.96 % |
| Total Loss Probability | 17.71 % |
| Intrinsic value | 0.8691 |
| Present value | 0.1059 |
| Break even | 161.78 CHF |
| Theta | -0.01x |
| Vega | 0.01x |
| Rho | 0.02x |
Company Profile
Baloise Holding AG is a Switzerland-based company that offers insurance and retirement solutions to private individuals and companies. The Company combines insurance and banking services and is active in Switzerland, Germany, Belgium and Luxembourg. The Company diversifies its activities into Non-life, Life, Asset Management & Banking and Other Activities business segments. The Nonlife segment includes accident and health insurances, as well as products of the liability, motor, property and marine sectors. The Life segment includes capital-forming insurance and risk covers, among others. The Asset Management & Banking operating segment encompasses banking-related areas of asset management as well as the actual banking area. The Other Activities segment comprises equity investment companies, real-estate firms and financing companies.
Sector
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Consensus: Bâloise Holding AG
Sell
Buy
Mean consensus
OUTPERFORM
Number of Analysts
5
Last Close Price
158.6
CHF
Average target price
151.2
CHF
Spread / Average Target
-4.63%
- Stock Market
- Warrants
- BALVJB Warrant
