Skip to Content Julius Bär

Put Warrants on ARCELORMITTAL

  • Valor 45289880
  • ISIN CH0452898809
  • Symbol ARCWJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Distance to strike (%) 8.93%
Intrinsic value 0.28
Delta -0.896
Leverage 9.23
Gearing 10.37
Implied volatility 62.92%
days to maturity 7
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 0.45
Daily low (bid) 0.31
Initial fixing date 10/12/2018
Issue date 10/12/2018
Maturity date 20/09/2019
Redemption date 25/09/2019
Last trading day 20/09/2019
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying ArcelorMittal
Issue price 0.36
Currency CHF
Listing Yes
Ratio 5:1
Strike 17
Break-even 15.35
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

ArcelorMittal

  • Ticker SymbolMT NA
  • Valor36780521
  • ISINLU1598757687

15.62 EUR

Back to top