Market Closed - Swiss Exchange 16:20:00 02/07/2024 BST | ||
0.58 CHF | -1.69% |
|
Current month | +5.45% | ||
1 month | +11.54% |
Comparison chart between the derivative product and it's underlying value
Date | Price | Change |
---|---|---|
02/07/24 | 0.58 | -1.69% |
01/07/24 | 0.59 | +7.27% |
28/06/24 | 0.55 | +3.77% |
27/06/24 | 0.53 | -3.64% |
26/06/24 | 0.55 | -3.51% |
Delayed Quote Swiss Exchange
Last update July 02, 2024 at 04:20 pm
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | SWISSCOM AG |
Issuer | Bank Julius Bär |
SCYBJB | |
ISIN | CH1311823939 |
Date issued | 21/12/2023 |
Strike | 460 CHF |
Maturity | 20/12/2024 (171 Days) |
Parity | 100 : 1 |
Emission price | 0.56 CHF |
Emission volume | N/A |
Settlement | Ambos |
Currency | CHF |
Technical Indicators
Highest since issue | 0.96 CHF |
---|---|
Lowest since issue | 0.45 CHF |
Delta | 0.79x |
Omega | 6.988 |
Premium | 2.27x |
Gearing | 8.8x |
Moneyness | 1.100 |
Difference Strike | -46 CHF |
Difference Strike % | -10.00% |
Spread | 0.01 CHF |
Spread % | 1.72% |
Theoretical value | 0.5750 |
Implied Volatility | 19.75 % |
Total Loss Probability | 24.62 % |
Intrinsic value | 0.4600 |
Present value | 0.1150 |
Break even | 517.50 CHF |
Theta | -0x |
Vega | 0.01x |
Rho | 0.02x |
Company Profile
Consensus: Swisscom AG
![Consensus](/images/consensus_flch.gif)
- Stock Market
- Warrants
- SCYBJB Warrant