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Put Warrants on Basilea Pharmaceutica Ltd

  • Valor 45492656
  • ISIN CH0454926566
  • Symbol BSLPJB
  • SVSP Category Leverage
  • SVSP Type Warrants








as of:
Distance to strike (%) 43.02%
Intrinsic value 0.75
Delta -0.919
Leverage 2.07
Gearing 2.25
Implied volatility 55.48%
Observation days to maturity 92
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 0.77
Daily low (bid) 0.72
Initial fixing date 12/02/2019
Issue date 12/02/2019
Maturity date 20/09/2019
Redemption date 25/09/2019
Last trading day 20/09/2019
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying Basilea Pharmaceutica Ltd
Issue price 0.28
Currency CHF
Listing Yes
Ratio 20:1
Strike 50
Break-even 34.40
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

Basilea Pharmaceutica Ltd

  • Ticker SymbolBSLN SW
  • Valor1143244
  • ISINCH0011432447

35.08 CHF

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