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Call Warrants on Clariant Ltd

  • Valor 44399669
  • ISIN CH0443996696
  • Symbol CLNDJB
  • SVSP Category Leverage
  • SVSP Type Warrants








as of:
Distance to strike (%) 13.37%
Intrinsic value 0.00
Delta 0.27
Leverage 10.69
Gearing 39.60
Implied volatility 25.24%
Observation days to maturity 178
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 0.07
Daily low (bid) 0.05
Initial fixing date 26/10/2018
Issue date 26/10/2018
Maturity date 20/12/2019
Redemption date 30/12/2019
Last trading day 20/12/2019
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying Clariant Ltd
Issue price 0.24
Currency CHF
Listing Yes
Ratio 7:1
Strike 22
Break-even 22.49
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

Clariant Ltd

  • Ticker SymbolCLN SE
  • Valor1214263
  • ISINCH0012142631

19.41 CHF

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