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Put Warrants on FIAT CHRYSLER AU

  • Valor 41148215
  • ISIN CH0411482158
  • Symbol FIASJB
  • SVSP Category Leverage
  • SVSP Type Warrants








as of:
Distance to strike (%) 30.30%
Intrinsic value 0.49
Delta -0.994
Leverage 3.19
Gearing 3.22
Implied volatility 65.67%
Days to maturity 29
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 0.57
Daily low (bid) 0.53
Issue date 04/05/2018
Value date 07/05/2018
Maturity date 20/06/2019
Redemption date 25/06/2019
Last trading day 20/06/2019
Issuer Bank Julius Baer & Co AG, Zurich
Underlying Fiat Chrysler
Issue price 0.33
Currency CHF
Listing Yes
Ratio 7.222042:1
Strike 15.3468
Break-even 11.23
Payment Scenario Warrants
market expectation
  • Warrant (Call): Rising underlying, rising volatility
  • Warrant (Put): Falling underlying, rising volatility
  • Small investment generating a leveraged performance relative to the underlying
  • ncreased risk of total loss (limited to initial investment)
  • Suitable for speculation or hedging
  • Daily loss of time value (increases as product expiry approaches) -Continuous monitoring required

Fiat Chrysler

  • Ticker SymbolFCA IM
  • Valor25639235
  • ISINNL0010877643

11.81 EUR

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