Skip to Content Julius Bär

Call Warrants on FIAT CHRYSLER AU

  • Valor 42662341
  • ISIN CH0426623416
  • Symbol FIANJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Distance to strike (%) 10.22%
Intrinsic value 0.00
Delta 0.178
Leverage 14.85
Gearing 82.52
Implied volatility 38.59%
Days to maturity 30
SSPA VaR* 94.47%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.04
Daily low (bid) 0.02
Issue date 26/07/2018
Value date 27/07/2018
Maturity date 20/06/2019
Redemption date 25/06/2019
Last trading day 20/06/2019
Issuer Bank Julius Baer & Co AG, Zurich
Underlying Fiat Chrysler
Issue price 0.41
Currency CHF
Listing Yes
Ratio 5.416502:1
Strike 13.0899
Break-even 13.25
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

Fiat Chrysler

  • Ticker SymbolFCA IM
  • Valor25639235
  • ISINNL0010877643

11.89 EUR

Back to top