Skip to Content Julius Bär

Call Warrants on Zurich Insurance Group Ltd

  • Valor 45492648
  • ISIN CH0454926483
  • Symbol ZUREJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Distance to strike (%) 1.43%
Intrinsic value 0.08
Delta 0.595
Leverage 19.79
Gearing 33.54
Implied volatility 15.08%
Days to maturity 126
SSPA VaR* 67.33%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.16
Daily low (bid) 0.11
Issue date 11/02/2019
Value date 12/02/2019
Maturity date 21/06/2019
Redemption date 26/06/2019
Last trading day 21/06/2019
Issuer Bank Julius Baer & Co AG, Zurich
Underlying Zurich Insurance Group Ltd
Issue price 0.14
Currency CHF
Listing Yes
Ratio 59.999999:1
Strike 317.5
Break-even 327.10
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

Zurich Insurance Group Ltd

  • Ticker SymbolZURN SW
  • Valor1107539
  • ISINCH0011075394

322.80 CHF

Back to top