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Call Warrants on ABB Ltd

  • Valor 46743393
  • ISIN CH0467433931
  • Symbol ABBBJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Distance to strike (%) 5.85%
Intrinsic value 0.39
Delta 0.627
Leverage 5.50
Gearing 8.73
Implied volatility 23.70%
days to maturity 459
SSPA VaR* 60.24%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.77
Daily low (bid) 0.74
Initial fixing date 25/03/2019
Issue date 25/03/2019
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 0.39
Currency CHF
Listing Yes
Ratio 3:1
Strike 19
Break-even 21.31
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

20.18 CHF

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