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Call Warrants on Alibaba Group Holding Ltd

  • Valor 43270643
  • ISIN CH0432706437
  • Symbol BABQJB
  • SVSP Category Leverage
  • SVSP Type Warrants








as of:
Distance to strike (%) 10.58%
Intrinsic value 0.38
Delta 0.87
Leverage 7.26
Gearing 8.35
Implied volatility 43.42%
days to maturity 31
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 0.42
Daily low (bid) 0.40
Initial fixing date 10/09/2018
Issue date 10/09/2018
Maturity date 20/09/2019
Redemption date 25/09/2019
Last trading day 20/09/2019
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying Alibaba Group Holding Ltd
Issue price 0.49
Currency CHF
Listing Yes
Ratio 50:1
Strike 160
Break-even 181.00
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

Alibaba Group Holding Ltd

  • Ticker SymbolBABA UN
  • Valor24409862
  • ISINUS01609W1027

178.25 USD

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