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Call Warrants on ALLIANZ SE-VINK

  • Valor 42380612
  • ISIN CH0423806121
  • Symbol ALVDJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Distance to strike (%) 5.64%
Intrinsic value 0.30
Delta 0.686
Leverage 8.10
Gearing 11.74
Implied volatility 19.80%
Observation days to maturity 178
SSPA VaR* 78.75%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.51
Daily low (bid) 0.48
Initial fixing date 06/07/2018
Issue date 06/07/2018
Maturity date 20/12/2019
Redemption date 30/12/2019
Last trading day 20/12/2019
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying Allianz SE
Issue price 0.20
Currency CHF
Listing Yes
Ratio 40:1
Strike 200
Break-even 220.00
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

211.95 EUR

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