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Call Warrants on ABB Ltd

  • Valor 44591136
  • ISIN CH0445911362
  • Symbol ABZDJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Distance to strike (%) 5.35%
Intrinsic value 0.26
Delta 1.0
Leverage 16.61
Gearing 16.61
Implied volatility 245.93%
Observation days to maturity 0
SSPA VaR* 100.00%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.30
Daily low (bid) 0.22
Initial fixing date 10/12/2018
Issue date 10/12/2018
Maturity date 21/06/2019
Redemption date 26/06/2019
Last trading day 21/06/2019
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying ABB Ltd
Issue price 0.34
Currency CHF
Listing Yes
Ratio 4:1
Strike 18.5
Break-even 19.68
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

19.47 CHF

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