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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 (%) 13.73%
Intrinsic value 0.41
Delta -0.706
Leverage 4.05
Gearing 5.71
Implied volatility 43.02%
Observation days to maturity 88
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 0.57
Daily low (bid) 0.50
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 14.10
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

14.98 EUR

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