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Call Warrants on Vontobel Holding Ltd

  • Valor 50721213
  • ISIN CH0507212139
  • Symbol VONFJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Distance to strike (%) 3.77%
Intrinsic value 0.16
Delta 0.595
Leverage 6.72
Gearing 11.39
Implied volatility 24.01%
days to maturity 284
SSPA VaR* 91.68%
Summary Risk Indicator (SRI)*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.39
Daily low (bid) 0.35
Initial fixing date 20/11/2019
Issue date 20/11/2019
Maturity date 18/09/2020
Redemption date 23/09/2020
Last trading day 18/09/2020
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying Vontobel Holding Ltd
Issue price 0.21
Currency CHF
Listing Yes
Ratio 14.999999:1
Strike 62.5
Break-even 68.20
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

Vontobel Holding Ltd

  • Ticker SymbolVONN SW
  • Valor1233554
  • ISINCH0012335540

64.95 CHF

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