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Call Warrants on ABB Ltd

  • Valor 110797227
  • ISIN CH1107972270
  • Symbol ABBXJB
  • SVSP Category Leverage
  • SVSP Type Warrants

Bid

CHF

Volumen:

Ask

CHF

Volumen:

Price

as of:
Distance to strike (%) 6.17%
Intrinsic value 0.00
Delta 0.21
Leverage 23.79
Gearing 113.30
Implied volatility 22.01%
days to maturity 42
Summary Risk Indicator (SRI)*
1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 0.10
Daily low (bid) 0.07
Initial fixing date 16/04/2021
Issue date 16/04/2021
Maturity date 18/06/2021
Last trading day 18/06/2021
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying ABB Ltd
Issue price 0.13
Currency CHF
Listing Yes
Ratio 3:1
Strike 32.5
Break-even 32.77
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

30.61 CHF

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