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Call Warrants on ABB Ltd

  • Valor 46743354
  • ISIN CH0467433543
  • Symbol ABBGJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Distance to strike (%) 12.80%
Intrinsic value 1.00
Delta 0.797
Leverage 5.69
Gearing 7.11
Implied volatility 24.39%
days to maturity 301
SSPA VaR* 71.14%
Summary Risk Indicator (SRI)*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 1.18
Daily low (bid) 1.06
Initial fixing date 20/03/2019
Issue date 20/03/2019
Maturity date 18/12/2020
Redemption date 23/12/2020
Last trading day 18/12/2020
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying ABB Ltd
Issue price 0.38
Currency CHF
Listing Yes
Ratio 3:1
Strike 20.5
Break-even 23.81
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

23.51 CHF

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