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Put Warrants on Allianz SE

  • Valor 46743688
  • ISIN CH0467436884
  • Symbol ALVZJB
  • SVSP Category Leverage
  • SVSP Type Warrants








as of:
Distance to strike (%) 9.34%
Intrinsic value 0.00
Delta -0.118
Leverage 18.25
Gearing 152.07
Implied volatility 23.20%
days to maturity 59
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 0.04
Daily low (bid) 0.03
Initial fixing date 24/04/2019
Issue date 24/04/2019
Maturity date 20/12/2019
Redemption date 30/12/2019
Last trading day 20/12/2019
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying Allianz SE
Issue price 0.26
Currency CHF
Listing Yes
Ratio 40:1
Strike 200
Break-even 198.40
Payment Scenario Warrants
market expectation
  • 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

Allianz SE

  • Ticker SymbolALV GY
  • Valor322646
  • ISINDE0008404005

221.00 EUR

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