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Call Warrants on Siemens AG

  • Valor 46743616
  • ISIN CH0467436165
  • Symbol SIEGJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Distance to strike (%) 0.88%
Intrinsic value 0.05
Delta 0.543
Leverage 11.79
Gearing 21.84
Implied volatility 24.41%
days to maturity 102
SSPA VaR* 86.86%
Summary Risk Indicator (SRI)*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.31
Daily low (bid) 0.27
Initial fixing date 15/04/2019
Issue date 15/04/2019
Maturity date 20/03/2020
Redemption date 25/03/2020
Last trading day 20/03/2020
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying Siemens AG
Issue price 0.18
Currency CHF
Listing Yes
Ratio 20:1
Strike 115
Break-even 120.80
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

Siemens AG

  • Ticker SymbolSIE GY
  • Valor827766
  • ISINDE0007236101

115.90 EUR

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