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Call Warrants on Nestlé Ltd

  • Valor 48233888
  • ISIN CH0482338883
  • Symbol NESYJB
  • SVSP Category Leverage
  • SVSP Type Warrants








as of:
Distance to strike (%) 4.32%
Intrinsic value 0.00
Delta 0.377
Leverage 12.52
Gearing 32.95
Implied volatility 18.19%
days to maturity 168
Summary Risk Indicator (SRI)* n.a.

*All statements without guarantee.

Daily high (bid) 0.16
Daily low (bid) 0.15
Initial fixing date 04/06/2019
Issue date 04/06/2019
Maturity date 18/12/2020
Redemption date 23/12/2020
Last trading day 18/12/2020
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying Nestlé Ltd
Issue price 0.19
Currency CHF
Listing Yes
Ratio 20:1
Strike 110
Break-even 113.20
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

Nestlé Ltd

  • Ticker SymbolNESN SE
  • Valor3886335
  • ISINCH0038863350

105.74 CHF

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