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Put Warrants on GAM Holding Ltd

  • Valor 45492477
  • ISIN CH0454924777
  • Symbol GAMPJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Top-Warrant
Distance to strike (%) 21.83%
Intrinsic value 0.34
Delta -0.64
Leverage 2.09
Gearing 3.26
Implied volatility 80.03%
Days to maturity 88
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 0.50
Daily low (bid) 0.44
Issue date 11/01/2019
Value date 14/01/2019
Maturity date 21/06/2019
Redemption date 26/06/2019
Last trading day 21/06/2019
Issuer Bank Julius Baer & Co AG, Zurich
Underlying GAM Holding Ltd
Issue price 0.39
Currency CHF
Listing Yes
Ratio 2:1
Strike 3.75
Break-even 2.81
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

GAM Holding Ltd

  • Ticker SymbolGAM SW
  • Valor10265962
  • ISINCH0102659627

3.08 CHF

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