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Call Warrants on ABB Ltd

  • Valor 44591135
  • ISIN CH0445911354
  • Symbol ABZCJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Top-Warrant
Distance to strike (%) 8.64%
Intrinsic value 0.44
Delta 0.774
Leverage 7.44
Gearing 9.66
Implied volatility 25.84%
days to maturity 98
SSPA VaR* 70.32%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.51
Daily low (bid) 0.47
Initial fixing date 10/12/2018
Issue date 10/12/2018
Maturity date 20/12/2019
Redemption date 30/12/2019
Last trading day 20/12/2019
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying ABB Ltd
Issue price 0.41
Currency CHF
Listing Yes
Ratio 4:1
Strike 18.5
Break-even 20.60
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

ABB Ltd

  • Ticker SymbolABBN SW
  • Valor1222171
  • ISINCH0012221716

20.25 CHF

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