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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:
Distance to strike (%) 5.10%
Intrinsic value 0.25
Delta 0.648
Leverage 7.20
Gearing 11.08
Implied volatility 23.22%
Observation days to maturity 183
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 0.44
Daily low (bid) 0.41
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 20.26
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

19.50 CHF

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