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Call Warrants on Allianz SE

  • Valor 47552926
  • ISIN CH0475529266
  • Symbol ALVAJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Distance to strike (%) 5.75%
Intrinsic value 0.30
Delta 0.751
Leverage 10.28
Gearing 13.70
Implied volatility 20.19%
Observation days to maturity 87
SSPA VaR* 82.18%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.44
Daily low (bid) 0.40
Initial fixing date 16/05/2019
Issue date 16/05/2019
Maturity date 20/09/2019
Redemption date 25/09/2019
Last trading day 20/09/2019
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying Allianz SE
Issue price 0.25
Currency CHF
Listing Yes
Ratio 40:1
Strike 200
Break-even 217.20
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

Allianz SE

  • Ticker SymbolALV GY
  • Valor322646
  • ISINDE0008404005

212.25 EUR

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