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Call Warrants on ARCELORMITTAL

  • Valor 45289884
  • ISIN CH0452898841
  • Symbol ARCRJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Distance to strike (%) 29.59%
Intrinsic value 0.00
Delta 0.021
Leverage 5.50
Gearing 275.06
Implied volatility 54.90%
Days to maturity 30
SSPA VaR* 84.54%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.01
Daily low (bid) 0.00
Issue date 10/12/2018
Value date 11/12/2018
Maturity date 21/06/2019
Redemption date 26/06/2019
Last trading day 21/06/2019
Issuer Bank Julius Baer & Co AG, Zurich
Underlying ArcelorMittal
Issue price 0.44
Currency CHF
Listing Yes
Ratio 5:1
Strike 19
Break-even 19.06
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

14.67 EUR

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