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Call Warrants on Credit Suisse

  • Valor 43932360
  • ISIN CH0439323608
  • Symbol CSGJJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Distance to strike (%) 15.63%
Intrinsic value 0.00
Delta 0.235
Leverage 10.02
Gearing 41.73
Implied volatility 26.08%
Observation days to maturity 185
SSPA VaR* 77.65%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.07
Daily low (bid) 0.04
Initial fixing date 11/10/2018
Issue date 11/10/2018
Maturity date 20/12/2019
Redemption date 30/12/2019
Last trading day 20/12/2019
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying Credit Suisse Group Ltd
Issue price 0.35
Currency CHF
Listing Yes
Ratio 4:1
Strike 13.5
Break-even 13.78
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

Credit Suisse Group Ltd

  • Ticker SymbolCSGN SW
  • Valor1213853
  • ISINCH0012138530

11.68 CHF

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