Skip to Content Julius Bär

Put Warrants on ArcelorMittal

  • Valor 47552992
  • ISIN CH0475529928
  • Symbol ARZPJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Top-Warrant
Distance to strike (%) 14.69%
Intrinsic value 0.00
Delta -0.263
Leverage 3.83
Gearing 14.72
Implied volatility 49.27%
days to maturity 183
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 0.20
Daily low (bid) 0.17
Initial fixing date 21/05/2019
Issue date 21/05/2019
Maturity date 20/03/2020
Redemption date 25/03/2020
Last trading day 20/03/2020
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying ArcelorMittal
Issue price 0.21
Currency CHF
Listing Yes
Ratio 5:1
Strike 12
Break-even 10.95
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

ArcelorMittal

  • Ticker SymbolMT NA
  • Valor36780521
  • ISINLU1598757687

14.09 EUR

Back to top