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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 (%) 1.67%
Intrinsic value 0.08
Delta 0.732
Leverage 31.84
Gearing 42.45
Implied volatility 30.35%
Observation days to maturity 4
SSPA VaR* 99.15%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.11
Daily low (bid) 0.08
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 18.94
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 SE
  • Valor1222171
  • ISINCH0012221716

18.81 CHF

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