Skip to Content Julius Bär

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 (%) 8.96%
Intrinsic value 0.00
Delta 0.38
Leverage 6.63
Gearing 17.45
Implied volatility 21.90%
Observation days to maturity 550
SSPA VaR* 62.60%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.36
Daily low (bid) 0.34
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 21.58
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

18.81 CHF

Back to top