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Call Warrants on ALLIANZ SE-VINK

  • Valor 41148222
  • ISIN CH0411482224
  • Symbol ALVFJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Distance to strike (%) 5.41%
Intrinsic value 0.29
Delta 0.998
Leverage 17.91
Gearing 17.91
Implied volatility 56.91%
Observation days to maturity 2
SSPA VaR* 99.81%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.33
Daily low (bid) 0.29
Initial fixing date 04/05/2018
Issue date 04/05/2018
Maturity date 21/06/2019
Redemption date 26/06/2019
Last trading day 21/06/2019
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying Allianz SE
Issue price 0.30
Currency CHF
Listing Yes
Ratio 40:1
Strike 200
Break-even 213.20
Payment Scenario Warrants
market expectation
characteristics
  • 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

Allianz SE

  • Ticker SymbolALV GY
  • Valor322646
  • ISINDE0008404005

211.45 EUR

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