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Call Warrants on Fiat Chrysler

  • Valor 46743408
  • ISIN CH0467434087
  • Symbol FIACJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Distance to strike (%) 1.18%
Intrinsic value 0.03
Delta 0.565
Leverage 10.86
Gearing 19.05
Implied volatility 40.66%
Days to maturity 30
SSPA VaR* 88.21%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.15
Daily low (bid) 0.11
Issue date 26/03/2019
Value date 27/03/2019
Maturity date 20/06/2019
Redemption date 25/06/2019
Last trading day 20/06/2019
Issuer Bank Julius Baer & Co AG, Zurich
Underlying Fiat Chrysler
Issue price 0.15
Currency CHF
Listing Yes
Ratio 5.416502:1
Strike 11.7358
Break-even 12.44
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

Fiat Chrysler

  • Ticker SymbolFCA IM
  • Valor25639235
  • ISINNL0010877643

11.89 EUR

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