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Call Warrants on ABB LTD-REG

  • Valor 42045895
  • ISIN CH0420458959
  • Symbol ABBTJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Distance to strike (%) 20.40%
Intrinsic value 0.00
Delta 0.073
Leverage 15.75
Gearing 224.94
Implied volatility 25.23%
Observation days to maturity 94
SSPA VaR* 94.37%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.02
Daily low (bid) 0.01
Initial fixing date 21/06/2018
Issue date 21/06/2018
Maturity date 20/09/2019
Redemption date 25/09/2019
Last trading day 20/09/2019
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying ABB Ltd
Issue price 0.41
Currency CHF
Listing Yes
Ratio 4:1
Strike 22.75
Break-even 22.83
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 SE
  • Valor1222171
  • ISINCH0012221716

18.81 CHF

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