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Put Warrants on UNICREDIT SPA

  • Valor 42853906
  • ISIN CH0428539065
  • Symbol UCGPJB
  • SVSP Category Leverage
  • SVSP Type Warrants








as of:
Distance to strike (%) 5.91%
Intrinsic value 0.10
Delta -0.701
Leverage 8.50
Gearing 12.14
Implied volatility 41.84%
Days to maturity 27
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 0.19
Daily low (bid) 0.15
Initial fixing date 14/08/2018
Issue date 15/08/2018
Maturity date 20/06/2019
Redemption date 25/06/2019
Last trading day 20/06/2019
Issuer Bank Julius Baer & Co AG, Zurich
Underlying UniCredit SpA
Issue price 0.16
Currency CHF
Listing Yes
Ratio 5.999999:1
Strike 11
Break-even 10.04
Payment Scenario Warrants
market expectation
  • 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

UniCredit SpA

  • Ticker SymbolUCG IM
  • Valor35395118
  • ISINIT0005239360

10.37 EUR

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