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Call Warrants on Basilea Pharmaceutica Ltd

  • Valor 45290045
  • ISIN CH0452900456
  • Symbol BSZCJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Distance to strike (%) 6.22%
Intrinsic value 0.14
Delta 0.646
Leverage 5.17
Gearing 8.08
Implied volatility 46.94%
days to maturity 94
SSPA VaR* 90.75%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.29
Daily low (bid) 0.24
Initial fixing date 20/12/2018
Issue date 20/12/2018
Maturity date 20/12/2019
Redemption date 30/12/2019
Last trading day 20/12/2019
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying Basilea Pharmaceutica Ltd
Issue price 0.27
Currency CHF
Listing Yes
Ratio 20:1
Strike 42.5
Break-even 48.10
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

Basilea Pharmaceutica Ltd

  • Ticker SymbolBSLN SW
  • Valor1143244
  • ISINCH0011432447

45.32 CHF

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