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Call Warrants on Euro Stoxx 50® Index

  • Valor 49449001
  • ISIN CH0494490011
  • Symbol ESZAJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Top-Warrant
Distance to strike (%) 2.27%
Intrinsic value 0.41
Delta 0.63
Leverage 16.53
Gearing 26.24
Implied volatility 16.56%
days to maturity 63
SSPA VaR* 79.08%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.75
Daily low (bid) 0.72
Initial fixing date 11/09/2019
Issue date 11/09/2019
Maturity date 20/12/2019
Redemption date 27/12/2019
Last trading day 20/12/2019
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying Euro Stoxx 50® Index
Issue price 0.59
Currency CHF
Listing Yes
Ratio 200:1
Strike 3500
Break-even 3650.00
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

Euro Stoxx 50® Index

  • Ticker SymbolSX5E
  • Valor846480
  • ISINEU0009658145

3588.62 EUR

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