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Call Warrants on Zurich Insurance Group Ltd

  • Valor 46534966
  • ISIN CH0465349667
  • Symbol ZURPJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Distance to strike (%) 0.64%
Intrinsic value 0.00
Delta 0.44
Leverage 30.06
Gearing 68.31
Implied volatility 15.48%
Days to maturity 31
SSPA VaR* 90.78%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.05
Daily low (bid) 0.04
Issue date 04/03/2019
Value date 05/03/2019
Maturity date 21/06/2019
Redemption date 26/06/2019
Last trading day 21/06/2019
Issuer Bank Julius Baer & Co AG, Zurich
Underlying Zurich Insurance Group Ltd
Issue price 0.09
Currency CHF
Listing Yes
Ratio 80:1
Strike 330
Break-even 334.80
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

Zurich Insurance Group Ltd

  • Ticker SymbolZURN SW
  • Valor1107539
  • ISINCH0011075394

327.90 CHF

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