JB/CALL/ROCHE GS/225/0.025/20.12.24 | Market Closed - Swiss Exchange 16:20:00 24/05/2024 BST | ||
| 0.46 CHF | -2.13% |
|
| Current month | +39.39% | ||
| 1 month | +17.95% |
Quotes 5-day view
Delayed Quote Swiss Exchange| 17/05/2024 | 21/05/2024 | 22/05/2024 | 24/05/2024 | |
|---|---|---|---|---|
| Last | 0.55 CHF | 0.54 CHF | 0.47 CHF | 0.46 CHF |
| Volume | 0 | 0 | 0 | 0 |
| Change | +5.77% | -1.82% | -12.96% | -2.13% |
| Opening | 0.55 | 0.54 | 0.47 | 0.46 |
| High | 0.55 | 0.54 | 0.47 | 0.46 |
| Low | 0.55 | 0.54 | 0.47 | 0.46 |
Performance
| 1 week | -16.36% | ||
| Current month | +39.39% | ||
| 1 month | +17.95% | ||
| 3 months | +17.95% | ||
| 6 months | -23.33% | ||
| Current year | -31.34% |
Highs and lows
1 week
0.46
0.54
1 month
0.250.55
Historical data
| Date | Opening | High | Low | End-of-day | Volume |
|---|
Static data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | ROCHE HOLDING AG |
| Issuer | Bank Julius Bär |
| ROGLJB | |
| ISIN | CH1298679916 |
| Date issued | 01/11/2023 |
| Strike | 225 CHF |
| Maturity | 20/12/2024 (209 Days) |
| Parity | 40 : 1 |
| Emission price | 0.58 CHF |
| Emission volume | N/A |
| Settlement | Ambos |
| Currency | CHF |
Technical Indicators
| Highest since issue | 0.87 CHF |
|---|---|
| Lowest since issue | 0.25 CHF |
| Delta | 0.61x |
| Omega | 7.766 |
| Premium | 5.56x |
| Gearing | 12.66x |
| Moneyness | 1.024 |
| Difference Strike | -5.4 CHF |
| Difference Strike % | -2.40% |
| Spread | 0.01 CHF |
| Spread % | 2.17% |
| Theoretical value | 0.4550 |
| Implied Volatility | 20.66 % |
| Total Loss Probability | 44.75 % |
| Intrinsic value | 0.1350 |
| Present value | 0.3200 |
| Break even | 243.20 CHF |
| Theta | -0.01x |
| Vega | 0.02x |
| Rho | 0.02x |
- Stock Market
- Warrants
- ROGLJB Warrant
- Quotes JB/CALL/ROCHE GS/225/0.025/20.12.24
