Skip to Content Julius Bär

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 (%) 4.54%
Intrinsic value 0.00
Delta 0.4
Leverage 10.33
Gearing 25.83
Implied volatility 22.92%
days to maturity 150
SSPA VaR* 76.38%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.24
Daily low (bid) 0.24
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 21.00
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

CHF

Back to top