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Put Warrants on ABB Ltd

  • Valor 46054548
  • ISIN CH0460545483
  • Symbol ABPSJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Top-Warrant
Distance to strike (%) 4.41%
Intrinsic value 0.28
Delta -0.616
Leverage 7.76
Gearing 12.51
Implied volatility 22.54%
Days to maturity 121
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 0.53
Daily low (bid) 0.49
Issue date 26/02/2019
Value date 27/02/2019
Maturity date 20/09/2019
Redemption date 25/09/2019
Last trading day 20/09/2019
Issuer Bank Julius Baer & Co AG, Zurich
Underlying ABB Ltd
Issue price 0.51
Currency CHF
Listing Yes
Ratio 3:1
Strike 20
Break-even 18.47
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 SE
  • Valor1222171
  • ISINCH0012221716

19.16 CHF

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