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Call Warrants on ABB Ltd

  • Valor 43932559
  • ISIN CH0439325595
  • Symbol ABBLJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Top-Warrant
Distance to strike (%) 1.80%
Intrinsic value 0.00
Delta 0.399
Leverage 21.27
Gearing 53.18
Implied volatility 23.79%
Days to maturity 30
SSPA VaR* 94.02%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.09
Daily low (bid) 0.07
Issue date 25/10/2018
Value date 26/10/2018
Maturity date 21/06/2019
Redemption date 26/06/2019
Last trading day 21/06/2019
Issuer Bank Julius Baer & Co AG, Zurich
Underlying ABB Ltd
Issue price 0.35
Currency CHF
Listing Yes
Ratio 4:1
Strike 19.5
Break-even 19.86
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 SE
  • Valor1222171
  • ISINCH0012221716

19.16 CHF

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