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Put Warrants on Alcon Inc

  • Valor 46743774
  • ISIN CH0467437742
  • Symbol ALPPJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Top-Warrant
Distance to strike (%) 4.17%
Intrinsic value 0.24
Delta -0.553
Leverage 5.28
Gearing 9.60
Implied volatility 27.82%
Observation days to maturity 178
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 0.61
Daily low (bid) 0.54
Initial fixing date 03/05/2019
Issue date 03/05/2019
Maturity date 20/12/2019
Redemption date 30/12/2019
Last trading day 20/12/2019
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying Alcon Inc
Issue price 0.48
Currency CHF
Listing Yes
Ratio 10:1
Strike 60
Break-even 54.00
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

Alcon Inc

  • Ticker SymbolALC SW
  • Valor43249246
  • ISINCH0432492467

CHF

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