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Put Warrants on Anheuser Busch InBev SA

  • Valor 48455883
  • ISIN CH0484558835
  • Symbol ABIOJB
  • SVSP Category Leverage
  • SVSP Type Warrants








as of:
Distance to strike (%) 14.89%
Intrinsic value 0.66
Delta -0.938
Leverage 6.02
Gearing 6.41
Implied volatility 38.72%
days to maturity 28
SSPA VaR* n.a.
Summary Risk Indicator (SRI)* n.a.

*All statements without guarantee.

Daily high (bid) 0.74
Daily low (bid) 0.62
Initial fixing date 04/07/2019
Issue date 04/07/2019
Maturity date 20/03/2020
Redemption date 25/03/2020
Last trading day 20/03/2020
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying Anheuser Busch InBev SA
Issue price 0.26
Currency CHF
Listing Yes
Ratio 14.999999:1
Strike 76
Break-even 65.05
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

Anheuser Busch InBev SA

  • Ticker SymbolABI BB
  • Valor34149140
  • ISINBE0974293251

66.06 EUR

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