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Call Warrants on Clariant Ltd

  • Valor 44591115
  • ISIN CH0445911156
  • Symbol CLNSJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Distance to strike (%) 11.21%
Intrinsic value 0.40
Delta 0.82
Leverage 6.46
Gearing 7.78
Implied volatility 35.20%
days to maturity 60
SSPA VaR* 89.78%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.46
Daily low (bid) 0.42
Initial fixing date 07/12/2018
Issue date 07/12/2018
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 0.31
Currency CHF
Listing Yes
Ratio 5.999999:1
Strike 19
Break-even 21.76
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

Clariant Ltd

  • Ticker SymbolCLN SE
  • Valor1214263
  • ISINCH0012142631

CHF

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