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Call Warrants on UniCredit SpA

  • Valor 45492506
  • ISIN CH0454925063
  • Symbol UCGLJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Distance to strike (%) 8.47%
Intrinsic value 0.00
Delta 0.256
Leverage 12.98
Gearing 49.93
Implied volatility 40.63%
Days to maturity 34
SSPA VaR* 94.18%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.10
Daily low (bid) 0.06
Issue date 14/01/2019
Value date 15/01/2019
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 0.19
Currency CHF
Listing Yes
Ratio 3:1
Strike 11.5
Break-even 11.74
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

UniCredit SpA

  • Ticker SymbolUCG IM
  • Valor35395118
  • ISINIT0005239360

10.62 EUR

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