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Call Warrants on ABB Ltd

  • Valor 46743395
  • ISIN CH0467433956
  • Symbol ABBXJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Distance to strike (%) 23.13%
Intrinsic value 1.83
Delta 0.988
Leverage 4.25
Gearing 4.30
Implied volatility 55.43%
days to maturity 31
SSPA VaR* n.a.
Summary Risk Indicator (SRI)* n.a.

*All statements without guarantee.

Daily high (bid) 1.86
Daily low (bid) 1.79
Initial fixing date 25/03/2019
Issue date 25/03/2019
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 0.41
Currency CHF
Listing Yes
Ratio 3:1
Strike 18.25
Break-even 23.77
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

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