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Call Warrants on ABB Ltd

  • Valor 43932525
  • ISIN CH0439325256
  • Symbol ABBRJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Distance to strike (%) 3.44%
Intrinsic value 0.00
Delta 0.388
Leverage 13.87
Gearing 35.56
Implied volatility 22.08%
Observation days to maturity 87
SSPA VaR* 85.42%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.15
Daily low (bid) 0.12
Initial fixing date 24/10/2018
Issue date 24/10/2018
Maturity date 20/09/2019
Redemption date 25/09/2019
Last trading day 20/09/2019
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying ABB Ltd
Issue price 0.46
Currency CHF
Listing Yes
Ratio 4:1
Strike 20
Break-even 20.54
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

ABB Ltd

  • Ticker SymbolABBN SW
  • Valor1222171
  • ISINCH0012221716

19.35 CHF

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