Skip to Content Julius Bär

Call Warrants on ABB Ltd

  • Valor 46743394
  • ISIN CH0467433949
  • Symbol ABBKJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Distance to strike (%) 0.98%
Intrinsic value 0.00
Delta 0.506
Leverage 6.97
Gearing 13.66
Implied volatility 21.78%
Observation days to maturity 368
SSPA VaR* 52.54%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.46
Daily low (bid) 0.43
Initial fixing date 25/03/2019
Issue date 25/03/2019
Maturity date 19/06/2020
Redemption date 24/06/2020
Last trading day 19/06/2020
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying ABB Ltd
Issue price 0.33
Currency CHF
Listing Yes
Ratio 3:1
Strike 19
Break-even 20.38
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