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Put Warrants on ABB Ltd

  • Valor 48233913
  • ISIN CH0482339139
  • Symbol ABBPJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Top-Warrant
Distance to strike (%) 10.71%
Intrinsic value 0.00
Delta -0.181
Leverage 12.08
Gearing 67.13
Implied volatility 26.59%
days to maturity 94
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 0.10
Daily low (bid) 0.08
Initial fixing date 04/06/2019
Issue date 04/06/2019
Maturity date 20/12/2019
Redemption date 30/12/2019
Last trading day 20/12/2019
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying ABB Ltd
Issue price 0.38
Currency CHF
Listing Yes
Ratio 3:1
Strike 18
Break-even 17.70
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

ABB Ltd

  • Ticker SymbolABBN SW
  • Valor1222171
  • ISINCH0012221716

20.16 CHF

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