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Call Warrants on ABB Ltd

  • Valor 46054509
  • ISIN CH0460545095
  • Symbol ABBFJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Distance to strike (%) 4.78%
Intrinsic value 0.34
Delta 0.642
Leverage 7.41
Gearing 11.58
Implied volatility 23.37%
days to maturity 211
SSPA VaR* 71.90%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.63
Daily low (bid) 0.57
Initial fixing date 22/02/2019
Issue date 22/02/2019
Maturity date 19/06/2020
Redemption date 24/06/2020
Last trading day 19/06/2020
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying ABB Ltd
Issue price 0.44
Currency CHF
Listing Yes
Ratio 3:1
Strike 20.5
Break-even 22.36
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

ABB Ltd

  • Ticker SymbolABBN SW
  • Valor1222171
  • ISINCH0012221716

21.47 CHF

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