Skip to Content Julius Bär

Put Warrants on UNICREDIT SPA

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








as of:
Distance to strike (%) 7.44%
Intrinsic value 0.13
Delta -0.733
Leverage 7.80
Gearing 10.69
Implied volatility 41.81%
Days to maturity 29
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 0.19
Daily low (bid) 0.16
Issue date 14/08/2018
Value 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 9.92
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

10.24 EUR

Back to top