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Put Warrants on Alibaba Group Holding Ltd

  • Valor 46054518
  • ISIN CH0460545186
  • Symbol BAZIJB
  • SVSP Category Leverage
  • SVSP Type Warrants








as of:
Distance to strike (%) 4.16%
Intrinsic value 0.14
Delta -0.585
Leverage 7.33
Gearing 12.64
Implied volatility 34.46%
days to maturity 64
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 0.27
Daily low (bid) 0.24
Initial fixing date 26/02/2019
Issue date 26/02/2019
Maturity date 20/09/2019
Redemption date 25/09/2019
Last trading day 20/09/2019
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying Alibaba Group Holding Ltd
Issue price 0.31
Currency CHF
Listing Yes
Ratio 50:1
Strike 180
Break-even 166.50
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

Alibaba Group Holding Ltd

  • Ticker SymbolBABA UN
  • Valor24409862
  • ISINUS01609W1027

172.83 USD

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