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Call Warrants on Sanofi

  • Valor 143961604
  • ISIN CH1439616041
  • Symbol SAZMJB
  • SVSP Category Leverage
  • SVSP Type Warrants
  • SVSP Code 2100

Bid

CHF

Volume:

Ask

CHF

Volume:

Price

as of:
Distance to strike (%) 0.75%
Intrinsic value 0.00
Delta 0.508
Leverage 12.57
Gearing 24.65
Implied volatility 25.19%
days to maturity 64
Summary Risk Indicator (SRI)*
1 2 3 4 5 6 7

*All statements without guarantee.

JB ESG Category Responsible Investments
SFDR Alignment (JB View) No
EU Taxonomy Aligned No
% of EU Taxonomy Alignment 0.00%
Daily high (bid) 0.17
Daily low (bid) 0.14
Initial fixing date 14/05/2025
Issue date 15/05/2025
Maturity date 18/07/2025
Last trading day 18/07/2025
Issuer Bank Julius Baer & Co. AG, Zurich
Underlying Sanofi
Issue price 0.19
Currency CHF
Listing Yes
Ratio 20:1
Strike 90
Break-even 93.40
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

Sanofi

  • Ticker SymbolSAN FP
  • Valor699381
  • ISINFR0000120578

89.32 EUR

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