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Put Warrants on FIAT CHRYSLER AU

  • Valor 44591025
  • ISIN CH0445910257
  • Symbol FIARJB
  • SVSP Category Leverage
  • SVSP Type Warrants








as of:
Distance to strike (%) 9.58%
Intrinsic value 0.21
Delta -0.983
Leverage 9.72
Gearing 9.92
Implied volatility 101.13%
Observation days to maturity 3
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 0.26
Daily low (bid) 0.22
Initial fixing date 03/12/2018
Issue date 03/12/2018
Maturity date 20/06/2019
Redemption date 25/06/2019
Last trading day 20/06/2019
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying Fiat Chrysler
Issue price 0.32
Currency CHF
Listing Yes
Ratio 5.416502:1
Strike 13.0899
Break-even 11.74
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

Fiat Chrysler

  • Ticker SymbolFCA IM
  • Valor25639235
  • ISINNL0010877643

11.98 EUR

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