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Put Warrants on VAT Group Ltd

  • Valor 46743661
  • ISIN CH0467436611
  • Symbol VAPOJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Top-Warrant
Distance to strike (%) 4.88%
Intrinsic value 0.21
Delta -0.524
Leverage 3.82
Gearing 7.35
Implied volatility 38.07%
Observation days to maturity 186
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 0.61
Daily low (bid) 0.56
Initial fixing date 18/04/2019
Issue date 18/04/2019
Maturity date 20/12/2019
Redemption date 30/12/2019
Last trading day 20/12/2019
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying VAT Group Ltd
Issue price 0.46
Currency CHF
Listing Yes
Ratio 25:1
Strike 115
Break-even 100.00
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

VAT Group Ltd

  • Ticker SymbolVACN SW
  • Valor31186490
  • ISINCH0311864901

110.05 CHF

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