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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 (%) 4.92%
Intrinsic value 0.31
Delta 0.627
Leverage 6.20
Gearing 9.84
Implied volatility 23.04%
Observation days to maturity 276
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 0.64
Daily low (bid) 0.52
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 20.20
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

19.32 CHF

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