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Call Warrants on ABB Ltd

  • Valor 46743396
  • ISIN CH0467433964
  • Symbol ABBQJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Distance to strike (%) 6.90%
Intrinsic value 0.44
Delta 0.745
Leverage 8.64
Gearing 11.51
Implied volatility 24.00%
Observation days to maturity 87
SSPA VaR* 67.70%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.60
Daily low (bid) 0.54
Initial fixing date 25/03/2019
Issue date 25/03/2019
Maturity date 20/09/2019
Redemption date 25/09/2019
Last trading day 20/09/2019
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying ABB Ltd
Issue price 0.33
Currency CHF
Listing Yes
Ratio 3:1
Strike 18
Break-even 19.68
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

19.35 CHF

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