Skip to Content Julius Bär

Put Warrants on UNICREDIT SPA

  • Valor 45289914
  • ISIN CH0452899146
  • Symbol UCZRJB
  • SVSP Category Leverage
  • SVSP Type Warrants








as of:
Distance to strike (%) 2.92%
Intrinsic value 0.05
Delta -0.778
Leverage 18.58
Gearing 23.82
Implied volatility 67.44%
Observation days to maturity 3
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 0.08
Daily low (bid) 0.06
Initial fixing date 11/12/2018
Issue date 11/12/2018
Maturity date 20/06/2019
Redemption date 25/06/2019
Last trading day 20/06/2019
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying UniCredit SpA
Issue price 0.26
Currency CHF
Listing Yes
Ratio 5.999999:1
Strike 10.5
Break-even 10.02
Payment Scenario Warrants
market expectation
  • 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

UniCredit SpA

  • Ticker SymbolUCG IM
  • Valor35395118
  • ISINIT0005239360

10.20 EUR

Back to top