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Call Warrants on Alibaba Group Holding Ltd

  • Valor 43932407
  • ISIN CH0439324077
  • Symbol BABKJB
  • SVSP Category Leverage
  • SVSP Type Warrants








as of:
Distance to strike (%) 1.23%
Intrinsic value 0.04
Delta 0.58
Leverage 13.10
Gearing 22.59
Implied volatility 32.90%
days to maturity 29
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 0.15
Daily low (bid) 0.13
Initial fixing date 16/10/2018
Issue date 16/10/2018
Maturity date 20/12/2019
Redemption date 26/12/2019
Last trading day 20/12/2019
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying Alibaba Group Holding Ltd
Issue price 0.26
Currency CHF
Listing Yes
Ratio 50:1
Strike 180
Break-even 188.00
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

182.35 USD

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