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Call Warrants on ABB Ltd

  • Valor 46743355
  • ISIN CH0467433550
  • Symbol ABBNJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Distance to strike (%) 7.63%
Intrinsic value 0.00
Delta 0.371
Leverage 8.30
Gearing 22.44
Implied volatility 21.73%
Observation days to maturity 277
SSPA VaR* 65.20%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.28
Daily low (bid) 0.26
Initial fixing date 20/03/2019
Issue date 20/03/2019
Maturity date 20/03/2020
Redemption date 25/03/2020
Last trading day 20/03/2020
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying ABB Ltd
Issue price 0.32
Currency CHF
Listing Yes
Ratio 3:1
Strike 20.25
Break-even 21.09
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

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