Skip to Content Julius Bär

Call Warrants on Idorsia AG

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

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Distance to strike (%) 29.93%
Intrinsic value 0.91
Delta 0.846
Leverage 2.48
Gearing 2.92
Implied volatility 59.79%
days to maturity 211
SSPA VaR* 35.11%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 1.07
Daily low (bid) 1.02
Initial fixing date 12/02/2019
Issue date 12/02/2019
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 25.32
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

Idorsia AG

  • Ticker SymbolIDIA SW
  • Valor36346343
  • ISINCH0363463438

24.36 CHF

Back to top