Skip to Content Julius Bär

Call Warrants on Idorsia AG

  • Valor 45492653
  • ISIN CH0454926533
  • Symbol IDIAJB
  • SVSP Category Leverage
  • SVSP Type Warrants








as of:
Distance to strike (%) 6.90%
Intrinsic value 0.16
Delta 0.648
Leverage 2.91
Gearing 4.48
Implied volatility 51.86%
Days to maturity 337
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 0.52
Daily low (bid) 0.47
Issue date 12/02/2019
Value date 13/02/2019
Maturity date 20/03/2020
Redemption date 25/03/2020
Last trading day 20/03/2020
Issuer Bank Julius Baer & Co AG, Zurich
Underlying Idorsia AG
Issue price 0.46
Currency CHF
Listing Yes
Ratio 8:1
Strike 17
Break-even 21.08
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

Idorsia AG

  • Ticker SymbolIDIA SW
  • Valor36346343
  • ISINCH0363463438

18.24 CHF

Back to top