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Call Warrants on ABB LTD-REG

  • Valor 42045894
  • ISIN CH0420458942
  • Symbol ABBSJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Distance to strike (%) 21.29%
Intrinsic value 0.00
Delta 0.105
Leverage 13.25
Gearing 132.50
Implied volatility 23.25%
days to maturity 154
SSPA VaR* 54.14%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.03
Daily low (bid) 0.03
Initial fixing date 21/06/2018
Issue date 21/06/2018
Maturity date 20/12/2019
Redemption date 30/12/2019
Last trading day 20/12/2019
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying ABB Ltd
Issue price 0.48
Currency CHF
Listing Yes
Ratio 4:1
Strike 22.5
Break-even 22.64
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

ABB Ltd

  • Ticker SymbolABBN SW
  • Valor1222171
  • ISINCH0012221716

CHF

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