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Call Warrants on Straumann Holding Ltd

  • Valor 44591112
  • ISIN CH0445911123
  • Symbol STMOJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Distance to strike (%) 22.71%
Intrinsic value 1.27
Delta 0.926
Leverage 3.92
Gearing 4.21
Implied volatility 41.15%
Observation days to maturity 98
SSPA VaR* 47.77%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 1.34
Daily low (bid) 1.24
Initial fixing date 07/12/2018
Issue date 07/12/2018
Maturity date 20/09/2019
Redemption date 25/09/2019
Last trading day 20/09/2019
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying Straumann Holding Ltd
Issue price 0.34
Currency CHF
Listing Yes
Ratio 149.999999:1
Strike 650
Break-even 849.95
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

Straumann Holding Ltd

  • Ticker SymbolSTMN SW
  • Valor1228007
  • ISINCH0012280076

842.20 CHF

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