Skip to Content Julius Bär

Put Warrants on Alibaba Group Holding Ltd

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








as of:
Distance to strike (%) 4.72%
Intrinsic value 0.16
Delta -0.677
Leverage 9.99
Gearing 14.69
Implied volatility 34.95%
days to maturity 29
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 0.23
Daily low (bid) 0.17
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 168.50
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

171.89 USD

Back to top