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Call Warrants on Julius Baer Group Ltd

  • Valor 50721216
  • ISIN CH0507212162
  • Symbol BAEFJB
  • SVSP Category Leverage
  • SVSP Type Warrants








as of:
Distance to strike (%) 12.35%
Intrinsic value 0.00
Delta 0.388
Leverage 5.07
Gearing 12.99
Implied volatility 29.50%
days to maturity 557
SSPA VaR* n.a.
Summary Risk Indicator (SRI)* n.a.

*All statements without guarantee.

Daily high (bid) 0.36
Daily low (bid) 0.33
Initial fixing date 20/11/2019
Issue date 20/11/2019
Maturity date 18/06/2021
Redemption date 23/06/2021
Last trading day 18/06/2021
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying Julius Baer Group Ltd
Issue price 0.34
Currency CHF
Listing Yes
Ratio 10:1
Strike 52.5
Break-even 56.10
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

Julius Baer Group Ltd

  • Ticker SymbolBAER SW
  • Valor10248496
  • ISINCH0102484968

46.73 CHF

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