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Call Warrants on NOVARTIS AG-REG

  • Valor 41707902
  • ISIN CH0417079024
  • Symbol NOVBJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Top-Warrant
Distance to strike (%) n.a.
Intrinsic value 0.96
Delta 0.834
Leverage 4.88
Gearing 5.88
Implied volatility 24.99%
days to maturity 235
SSPA VaR* 41.84%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 1.06
Daily low (bid) 1.03
Initial fixing date 29/05/2018
Issue date 29/05/2018
Maturity date 20/12/2019
Redemption date 30/12/2019
Last trading day 20/12/2019
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying Novartis Inc
Issue price 0.27
Currency CHF
Listing Yes
Ratio 14.999999:1
Strike 80
Break-even 96.05
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

Novartis Inc

  • Ticker SymbolNOVN SE
  • Valor1200526
  • ISINCH0012005267

89.11 CHF

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