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Call Warrants on Aryzta Ltd

  • Valor 44399858
  • ISIN CH0443998585
  • Symbol ARYHJB
  • SVSP Category Leverage
  • SVSP Type Warrants








as of:
Distance to strike (%) 33.93%
Intrinsic value 0.00
Delta 0.239
Leverage 4.82
Gearing 20.08
Implied volatility 73.41%
Observation days to maturity 95
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 0.02
Daily low (bid) 0.02
Initial fixing date 16/11/2018
Issue date 16/11/2018
Maturity date 20/09/2019
Redemption date 25/09/2019
Last trading day 20/09/2019
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying Aryzta Ltd
Issue price 0.12
Currency CHF
Listing Yes
Ratio 2:1
Strike 1.5
Break-even 1.56
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

Aryzta Ltd

  • Ticker SymbolARYN SW
  • Valor4323836
  • ISINCH0043238366

1.13 CHF

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