1. No category

Leverage
Julius Baer Warrants – Top Trading
Top Trading Warrants represents a selection of instruments which Bank Julius Baer deems as attractive in
consideration of the criterias strike price, maturity, liquidity and spread.
· Pre-market trading 08.00 – 09.15 h
· Trading hours
09.15 – 17.15 h
· Listed at the SIX Swiss Exchange
Symbol
Valor
Strike Type
Subscribe to our warrants newsletters:
+41 (0)58 888 8181
derivatives.juliusbaer.com/warrants
Expiry
Ratio
20.03.15
derivatives.juliusbaer.com/newsletter
Implied
Bid Vola
Bid
Ask
Implied
Ask Vola
Delta
Leverage
Premium
UMBC*
8:1
22.06
0.11
0.12
23.67
0.46
9.28
7.54
0.17
20.03.15
50:1
38.42
0.16
0.17
40.34
0.50
5.94
11.82
1.01
20.03.15
25:1
0.00
0.17
0.18
28.22
0.56
7.59
6.17
0.44
19.12.14
12:1
51.94
0.23
0.24
54.19
0.55
6.39
8.07
0.22
19.12.14
20:1
30.82
0.12
0.13
32.51
0.39
11.42
7.97
0.52
Equity - CHF
ABB
ABBJO
Ref. 19.49
24818464
Actelion
ATLJO
Ref. 101.50
25672816
Adecco
ADEJO
25672817
60.00 Call
Ref. 33.20
24796399
Aryzta
ARYJA
105.00 Call
Ref. 60.75
AMS
AMSDI
20.00 Call
33.00 Call
Ref. 76.50
23506953
80.00 Call
*underlying movement before change
The prices do not constitute a solicitation or offer and are indicative only.
Page 1 of 7
Only for distribution in Switzerland.
The information in this document is marketing material and is intended for information purposes only and contains neither an offer nor an invitation to submit an offer. The information contained herein
does not represent an issue prospectus according to article 652a and article 1156 of the Swiss Code of Obligations, nor a listing notice under the terms of the listing rules of the SIX Swiss Exchange. An
offer to buy or sell can only be made with complete documentation which details in particular the risks of derivative instruments, a copy of which can be obtained from Bank Julius Baer & Co. Ltd. by
calling tel. +41 (0)58 888 8181, or writing to Structured Products, Hohlstrasse 604/606, 8010 Zurich, Switzerland. Investors are advised to read this documentation carefully as it contains the
conditions under which investors invest in the products. Past performance is no guarantee of future results. Investments in derivative instruments entail considerable risks, including the possibility of a
total loss of the capital invested. These instruments do not represent an investment in a collective investment scheme and thus are not subject to the supervision of the Swiss Financial Market
Supervisory Authority (FINMA). Investors are exposed to issuer risk and - if the instrument or the underlying are denominated in other currencies than that of the country in which the investor is resident also to currency risk. Any prices indicated are subject to change without notice. Bank Julius Baer is member of the Swiss Structured Products Association (SSPA).
Symbol
Valor
Ascom
ASCJS
25739510
24088019
25672819
25739511
Bucher Industries
BUCJO
25638115
Cembra Money Bank
CMBAA
25527734
Clariant
CLNJG
25463585
25638116
Credit Suisse
CSGBB
25141905
24088025
24617660
24617663
Galenica
GALJE
25758113
24088029
23368030
25638117
35.41
0.14
0.16
38.01
0.57
5.47
8.85
0.14
115.00 Call
20.03.15
50:1
22.23
0.12
0.13
23.93
0.53
9.34
5.74
0.95
1'050.00 Call
19.12.14
250:1
23.45
0.07
0.08
25.20
0.31
15.54
7.48
8.01
19.06.15
80:1
49.83
0.15
0.16
52.82
0.56
3.68
17.13
1.42
20.03.15
100:1
28.28
0.19
0.20
29.97
0.58
6.74
6.75
1.74
20.03.15
20:1
28.83
0.15
0.16
30.31
0.45
7.48
10.12
0.44
20.03.15
10:1
26.79
0.07
0.08
29.34
0.45
8.61
9.16
0.22
19.06.15
100:1
57.75
0.26
0.27
59.99
0.61
3.22
16.54
1.65
19.12.14
10:1
29.55
0.13
0.14
32.13
0.56
9.75
4.61
0.18
20.03.15
40:1
28.99
0.08
0.09
31.36
0.44
8.12
10.35
0.91
19.12.14
150:1
29.91
0.12
0.13
35.63
0.59
9.99
3.84
2.55
20.03.15
300:1
31.19
0.13
0.14
33.20
0.49
6.73
10.22
6.18
20.03.15
500:1
36.34
0.11
0.12
38.90
0.47
5.95
12.93
10.67
20.03.15
10:1
30.58
0.08
0.09
33.22
0.42
7.06
12.29
0.24
19.12.14
80:1
22.40
0.12
0.13
25.70
0.55
15.92
2.75
1.46
20.03.15
200:1
27.65
0.16
0.18
29.12
0.46
6.87
10.15
4.30
19.06.15
500:1
21.66
0.16
0.17
22.76
0.53
9.45
5.25
9.37
19.06.15
200:1
20.85
0.09
0.10
22.39
0.41
9.06
9.34
4.85
20.03.15
25:1
24.78
0.11
0.12
26.37
0.39
8.28
10.85
0.64
Ref. 83.50
85.00 Call
Ref. 234.20
230.00 Call
Ref. 52.85
55.00 Call
16.00 Call
Ref. 143.30
140.00 Call
24.00 Call
69.85 Call
325.00 Call
Ref. 582.50
600.00 Call
800.00 Call
16.00 Call
300.00 Call
550.00 Call
1'500.00 Call
Ref. 439.00
25250568
Holcim
HOLLI
8:1
Ref. 1'506.00
24545648
Helvetia
HELJF
12.00 Call
Ref. 532.00
Givaudan
GIVJK
UMBC*
Ref. 302.10
Georg Fischer
FINOO
Premium
Ref. 15.05
Geberit
GEBJB
Leverage
Ref. 761.50
GAM
GAMFF
Delta
Ref. 331.75
Flughafen Zuerich
FHZJB
20.03.15
Implied
Ask Vola
Ref. 66.55
Emmi
EMMJB
Ask
Ref. 24.28
DKSH
DKSJC
Bid
Ref. 15.39
Cosmo Pharmaceuticals
SpA
COPIR
Implied
Bid Vola
Ref. 995.50
Basilea Pharmaceutica
BSLOO
Ratio
Ref. 114.90
Barry Callebaut
BARJB
Expiry
Ref. 12.20
Baloise
BALJB
Strike Type
460.00 Call
Ref. 63.60
25758118
67.50 Call
*underlying movement before change
The prices do not constitute a solicitation or offer and are indicative only.
Page 2 of 7
Only for distribution in Switzerland.
The information in this document is marketing material and is intended for information purposes only and contains neither an offer nor an invitation to submit an offer. The information contained herein
does not represent an issue prospectus according to article 652a and article 1156 of the Swiss Code of Obligations respectively nor a listing notice under the terms of the listing rules of the SIX Swiss
Exchange. An offer to buy or sell can only be made with complete documentation which details in particular the risks of derivative instruments, a copy of which can be obtained from Bank Julius Baer &
Co. Ltd. by calling tel. +41 (0)58 888 8181, or writing to Structured Products, Hohlstrasse 604/606, CH-8010 Zurich. Investors are advised to read this documentation carefully as it contains the
conditions under which investors invest in the products. Past performance is no guarantee of future results. Investments in derivative instruments entail considerable risks, including the possibility of a
total loss of the capital invested. These instruments do not represent an investment in a collective investment scheme and thus are not subject to the supervision of the Swiss Financial Market
Supervisory Authority (FINMA). Investors are exposed to issuer risk and - if the instrument or the underlying are denominated in other currencies than that of the country in which the investor is resident , also to currency risk. Any prices indicated are subject to change without notice. Bank Julius Baer is member of the Swiss Structured Products Association (SSPA).
Symbol
Valor
Julius Baer
BAELU
24692043
24523530
25739514
25739515
24796413
Logitech
LOGXS
24523534
25559333
Nestlé
NESJD
25187405
24523538
25187411
25001220
24967283
25593894
25638119
24076683
24076685
25758128
0.54
12.65
3.75
0.22
425.00 Call
20.03.15
250:1
21.23
0.09
0.10
23.54
0.52
9.10
3.51
4.78
11.00 Call
20.03.15
8:1
34.54
0.15
0.17
37.40
0.64
5.49
6.09
0.12
120.00 Call
19.06.15
60:1
21.69
0.12
0.13
23.36
0.49
7.40
8.40
1.22
230.00 Call
20.03.15
160:1
29.85
0.13
0.15
35.27
0.59
5.77
7.76
2.72
19.06.15
1'000:1
20.88
0.21
0.22
22.29
0.47
9.64
7.30
21.18
20.03.15
10:1
39.33
0.11
0.12
42.83
0.52
4.90
11.89
0.19
20.03.15
10:1
53.69
0.07
0.08
58.57
0.42
4.25
24.07
0.24
20.03.15
15:1
16.81
0.10
0.11
17.77
0.34
13.60
7.83
0.44
19.06.15
12:1
20.16
0.29
0.30
20.65
0.42
9.64
7.85
0.28
20.03.15
10:1
30.47
0.04
0.05
34.32
0.33
7.33
16.59
0.30
20.03.15
100:1
29.84
0.06
0.07
33.23
0.42
6.98
12.34
2.41
20.03.15
100:1
27.44
0.12
0.13
29.07
0.45
8.37
9.26
2.21
20.03.15
25:1
23.70
0.13
0.14
24.96
0.46
10.15
7.40
0.55
20.03.15
125:1
29.02
0.07
0.08
31.81
0.42
7.43
11.98
3.01
20.03.15
40:1
18.69
0.22
0.23
19.31
0.44
12.82
5.85
0.91
20.03.15
50:1
22.33
0.08
0.09
23.92
0.39
11.02
9.07
1.29
20.03.15
12:1
20.05
0.16
0.17
20.80
0.40
12.64
7.56
0.30
20.03.15
1'000:1
20.73
0.09
0.10
22.87
0.51
9.53
6.04
19.79
19.12.14
500:1
28.32
0.26
0.27
29.29
0.45
10.60
6.45
11.11
Ref. 4'492.00
4'600.00 Call
11.50 Call
Ref. 8.10
9.25 Call
70.00 Call
85.00 Call
12.50 Call
125.00 Call
250.00 Call
80.00 Call
190.00 Call
275.00 Call
135.00 Call
67.50 Call
Ref. 1'886.00
25739518
Sika
SIKJM
30.55
Ref. 64.65
SGS
SGSJM
0.14
Ref. 127.90
SFS Group
SFSJF
0.13
Ref. 268.50
Schindler
SCHJC
28.65
Ref. 178.60
Roche
ROGJE
12:1
Ref. 77.75
Rieter
RIEJO
39.00 Call
Ref. 240.70
Richemont
CFRXO
UMBC*
Ref. 117.50
Partners Group
PGHJF
Premium
Ref. 11.15
Panalpina
PWTJA
Leverage
Ref. 82.15
OC Oerlikon
OEREO
Delta
Ref. 66.45
Novartis
NOVJG
19.12.14
Implied
Ask Vola
Ref. 11.35
Meyer Burger Technology
MBTJL
Ask
Ref. 235.70
Lindt & Spruengli
LISJA
Bid
Ref. 117.90
25250570
Kuoni
KUNJM
Implied
Bid Vola
Ref. 11.65
Kuehne + Nagel
KNIJB
Ratio
Ref. 434.75
Kudelski
KUDER
Expiry
Ref. 39.21
Kaba
KABJA
Strike Type
1'900.00 Call
Ref. 3'180.00
23207649
3'250.00 Call
*underlying movement before change
The prices do not constitute a solicitation or offer and are indicative only.
Page 3 of 7
Only for distribution in Switzerland.
The information in this document is marketing material and is intended for information purposes only and contains neither an offer nor an invitation to submit an offer. The information contained herein
does not represent an issue prospectus according to article 652a and article 1156 of the Swiss Code of Obligations respectively nor a listing notice under the terms of the listing rules of the SIX Swiss
Exchange. An offer to buy or sell can only be made with complete documentation which details in particular the risks of derivative instruments, a copy of which can be obtained from Bank Julius Baer &
Co. Ltd. by calling tel. +41 (0)58 888 8181, or writing to Structured Products, Hohlstrasse 604/606, CH-8010 Zurich. Investors are advised to read this documentation carefully as it contains the
conditions under which investors invest in the products. Past performance is no guarantee of future results. Investments in derivative instruments entail considerable risks, including the possibility of a
total loss of the capital invested. These instruments do not represent an investment in a collective investment scheme and thus are not subject to the supervision of the Swiss Financial Market
Supervisory Authority (FINMA). Investors are exposed to issuer risk and - if the instrument or the underlying are denominated in other currencies than that of the country in which the investor is resident , also to currency risk. Any prices indicated are subject to change without notice. Bank Julius Baer is member of the Swiss Structured Products Association (SSPA).
Symbol
Valor
Sonova
SOOJB
25250578
24888456
25672823
25739520
25250581
24088059
25593902
25502744
25053712
25739522
25739523
25092531
25141916
25502748
27.17
0.52
7.42
8.25
1.55
220.00 Call
20.03.15
100:1
31.90
0.09
0.10
33.84
0.41
8.37
12.03
2.45
110.00 Call
19.12.14
40:1
25.37
0.04
0.05
28.25
0.28
14.53
9.27
1.41
450.00 Call
19.12.14
125:1
25.12
0.10
0.11
26.89
0.44
14.01
5.28
2.86
210.00 Call
20.03.15
100:1
24.51
0.12
0.13
26.36
0.55
8.95
5.44
1.82
75.00 Call
20.03.15
20:1
19.32
0.12
0.13
20.46
0.39
10.68
8.30
0.52
525.00 Call
20.03.15
200:1
18.41
0.09
0.10
19.91
0.49
12.70
4.91
4.09
315.00 Call
18.09.15
120:1
21.30
0.10
0.11
22.50
0.37
8.06
12.78
3.28
100.00 Call
20.03.15
80:1
35.16
0.10
0.11
38.34
0.50
5.59
10.91
1.60
34.00 Call
20.03.15
15:1
31.99
0.14
0.15
33.77
0.49
7.12
10.02
0.31
28.00 Call
20.03.15
25:1
44.89
0.12
0.13
48.71
0.48
3.98
15.02
0.53
110.00 Call
19.06.15
100:1
47.37
0.19
0.20
50.20
0.63
3.64
12.17
1.59
15.50 Call
20.03.15
8:1
26.02
0.09
0.10
28.10
0.46
8.70
8.45
0.17
82.50 Call
20.03.15
40:1
27.12
0.13
0.14
29.02
0.53
7.79
7.11
0.75
200.00 Call
20.03.15
100:1
26.83
0.07
0.08
28.92
0.42
10.07
9.47
2.36
20.03.15
15:1
23.39
0.17
0.19
27.07
0.61
7.12
5.29
0.24
19.06.15
100:1
17.38
0.08
0.09
18.73
0.39
11.99
7.42
2.54
20.03.15
25:1
30.11
0.10
0.11
31.54
0.45
9.28
9.49
0.56
20.03.15
40:1
19.16
0.07
0.08
20.44
0.28
10.41
11.28
1.44
Ref. 33.10
24777244
Zurich Insurance
ZURJK
0.12
Ref. 190.00
Vontobel
VONJO
0.11
Ref. 82.25
Valora
VALXX
25.37
Ref. 15.03
Valiant Holding
VATLL
80:1
Ref. 115.90
UBS
UBSXX
140.00 Call
Ref. 27.17
U-BLOX
UBXAA
UMBC*
Ref. 32.95
Transocean
RIGJM
Premium
Ref. 98.10
Temenos
TEMJB
Leverage
Ref. 291.00
Tecan Group
TECAA
Delta
Ref. 519.50
Syngenta
SYNJH
19.06.15
Implied
Ask Vola
Ref. 71.65
Swisscom
SCMJC
Ask
Ref. 211.50
Swiss Re
SREJC
Bid
Ref. 440.50
25593898
Swiss Life
SLHJA
Implied
Bid Vola
Ref. 102.50
Swatch
UHRXO
Ratio
Ref. 205.30
Sulzer
SUNJE
Expiry
Ref. 138.20
Straumann
STMJD
Strike Type
24545656
32.00 Call
Ref. 273.70
285.00 Call
Equity - EUR
Adidas
ADSJC
Ref. 57.31
25302778
Allianz
ALVJC
60.00 Call
Ref. 119.70
25302779
130.00 Call
*underlying movement before change
The prices do not constitute a solicitation or offer and are indicative only.
Page 4 of 7
Only for distribution in Switzerland.
The information in this document is marketing material and is intended for information purposes only and contains neither an offer nor an invitation to submit an offer. The information contained herein
does not represent an issue prospectus according to article 652a and article 1156 of the Swiss Code of Obligations respectively nor a listing notice under the terms of the listing rules of the SIX Swiss
Exchange. An offer to buy or sell can only be made with complete documentation which details in particular the risks of derivative instruments, a copy of which can be obtained from Bank Julius Baer &
Co. Ltd. by calling tel. +41 (0)58 888 8181, or writing to Structured Products, Hohlstrasse 604/606, CH-8010 Zurich. Investors are advised to read this documentation carefully as it contains the
conditions under which investors invest in the products. Past performance is no guarantee of future results. Investments in derivative instruments entail considerable risks, including the possibility of a
total loss of the capital invested. These instruments do not represent an investment in a collective investment scheme and thus are not subject to the supervision of the Swiss Financial Market
Supervisory Authority (FINMA). Investors are exposed to issuer risk and - if the instrument or the underlying are denominated in other currencies than that of the country in which the investor is resident , also to currency risk. Any prices indicated are subject to change without notice. Bank Julius Baer is member of the Swiss Structured Products Association (SSPA).
Symbol
Valor
ArcelorMittal
ARCJC
25302780
25302781
25302782
24392130
25302784
25302785
25302786
E.ON
EOAJC
25302787
24392132
25302788
25302789
25302790
25302791
25302792
24392134
25302793
RWE
RWEJC
25302794
0.39
5.31
16.75
0.13
70.00 Call
20.03.15
30:1
30.54
0.30
0.31
31.93
0.59
4.54
10.55
0.51
100.00 Call
20.03.15
40:1
27.50
0.25
0.26
28.79
0.61
6.04
6.87
0.66
90.00 Call
20.03.15
30:1
24.68
0.07
0.08
26.19
0.25
8.31
15.82
1.20
12.00 Call
19.12.14
9:1
39.42
0.04
0.05
44.78
0.27
6.43
17.56
0.33
64.00 Call
20.03.15
20:1
25.35
0.13
0.14
26.54
0.34
7.18
13.22
0.59
25.00 Call
20.03.15
10:1
28.72
0.15
0.16
30.09
0.44
6.64
11.09
0.23
20.03.15
5:1
25.00
0.12
0.13
26.52
0.46
7.50
9.29
0.11
20.03.15
6:1
29.20
0.14
0.15
30.72
0.44
6.22
12.06
0.14
19.12.14
5:1
29.74
0.05
0.06
31.93
0.20
10.72
13.31
0.25
20.03.15
4:1
40.96
0.16
0.17
42.78
0.48
4.99
14.73
0.08
20.03.15
10:1
31.31
0.05
0.06
33.54
0.20
6.46
23.74
0.51
20.03.15
40:1
23.43
0.16
0.17
24.51
0.41
7.45
9.48
0.99
20.03.15
50:1
20.29
0.14
0.15
21.42
0.42
8.18
8.73
1.18
20.03.15
3:1
33.32
0.25
0.26
34.94
0.60
4.76
9.53
0.05
19.12.14
5:1
32.49
0.06
0.07
35.42
0.28
8.45
11.74
0.18
20.03.15
8:1
21.46
0.05
0.06
22.91
0.17
9.72
13.92
0.46
20.03.15
10:1
31.79
0.10
0.11
33.25
0.27
6.49
19.41
0.36
20.03.15
30:1
28.15
0.23
0.24
29.36
0.55
6.09
8.54
0.55
20.03.15
3:1
31.10
0.10
0.11
32.71
0.32
6.66
15.30
0.09
Ref. 10.66
11.00 Call
13.50 Call
18.00 Call
7.50 Call
24.00 Call
130.00 Call
150.00 Call
6.00 Call
11.50 Call
Ref. 26.76
30.00 Call
30.00 Call
Ref. 80.34
25302795
Santander
BANJC
37.56
Ref. 26.05
Sanofi
SANJC
0.14
Ref. 10.61
Royal Dutch Shell
ROYJC
0.13
Ref. 6.19
Orange
ORAJB
35.82
Ref. 144.85
Nokia
NOKJC
5:1
Ref. 124.95
MunichRe
MUVJC
10.50 Call
Ref. 19.88
LVMH
LVMJC
UMBC*
Ref. 7.13
K+S
SDFJC
Premium
Ref. 16.15
Fiat
FIAJC
Leverage
Ref. 12.85
Eni
ENIJC
Delta
Ref. 23.95
Deutsche Telekom
DTEJC
20.03.15
Implied
Ask Vola
Ref. 59.00
Deutsche Bank
DKBJC
Ask
Ref. 10.59
Daimler
DAIJC
Bid
Ref. 79.78
25302783
Commerzbank
CBKJB
Implied
Bid Vola
Ref. 103.30
BMW
BMWJC
Ratio
Ref. 71.73
Bayer
BAYJC
Expiry
Ref. 9.59
ASML
ASMJC
Strike Type
80.00 Call
Ref. 6.79
25302796
7.50 Call
*underlying movement before change
The prices do not constitute a solicitation or offer and are indicative only.
Page 5 of 7
Only for distribution in Switzerland.
The information in this document is marketing material and is intended for information purposes only and contains neither an offer nor an invitation to submit an offer. The information contained herein
does not represent an issue prospectus according to article 652a and article 1156 of the Swiss Code of Obligations respectively nor a listing notice under the terms of the listing rules of the SIX Swiss
Exchange. An offer to buy or sell can only be made with complete documentation which details in particular the risks of derivative instruments, a copy of which can be obtained from Bank Julius Baer &
Co. Ltd. by calling tel. +41 (0)58 888 8181, or writing to Structured Products, Hohlstrasse 604/606, CH-8010 Zurich. Investors are advised to read this documentation carefully as it contains the
conditions under which investors invest in the products. Past performance is no guarantee of future results. Investments in derivative instruments entail considerable risks, including the possibility of a
total loss of the capital invested. These instruments do not represent an investment in a collective investment scheme and thus are not subject to the supervision of the Swiss Financial Market
Supervisory Authority (FINMA). Investors are exposed to issuer risk and - if the instrument or the underlying are denominated in other currencies than that of the country in which the investor is resident , also to currency risk. Any prices indicated are subject to change without notice. Bank Julius Baer is member of the Swiss Structured Products Association (SSPA).
Symbol
Valor
SAP
SAPJB
24392137
25302797
25302798
Telefonica
TELJC
24392138
25302800
19.12.14
18:1
27.26
0.08
0.09
20.03.15
30:1
23.24
0.05
20.03.15
15:1
36.16
20.03.15
3:1
19.12.14
Implied
Ask Vola
Delta
Leverage
Premium
UMBC*
56.00 Call
29.53
0.23
7.22
12.10
0.79
95.00 Call
0.06
25.08
0.18
8.28
16.12
1.68
0.19
0.20
37.52
0.45
5.42
14.14
0.33
24.42
0.12
0.13
25.51
0.27
7.59
12.08
0.11
15:1
28.80
0.03
0.04
32.30
0.12
8.40
16.91
1.29
20.03.15
3:1
41.83
0.15
0.16
43.62
0.43
4.91
17.82
0.07
19.12.14
7:1
32.16
0.03
0.04
36.39
0.22
8.44
13.81
0.32
20.03.15
70:1
25.54
0.10
0.11
27.06
0.36
7.38
12.47
1.95
15.06.15
50:1
43.12
0.17
0.18
45.01
0.43
4.21
23.72
1.16
20.03.15
150:1
33.38
0.08
0.09
35.68
0.30
6.75
19.18
5.02
20.03.15
50:1
29.45
0.11
0.12
31.57
0.49
8.06
7.83
1.02
20.03.15
100:1
42.91
0.18
0.19
44.86
0.47
5.24
15.24
2.12
20.03.15
8:1
24.07
0.09
0.10
25.60
0.34
10.05
10.49
0.23
20.03.15
25:1
32.02
0.03
0.04
35.28
0.15
7.28
27.00
1.65
20.03.15
30:1
42.69
0.22
0.23
44.34
0.58
6.38
7.51
0.52
20.03.15
40:1
41.58
0.17
0.18
43.22
0.44
6.22
15.25
0.91
20.03.15
250:1
27.51
0.06
0.07
29.88
0.25
7.52
17.43
9.99
20.03.15
250:1
53.04
0.05
0.06
56.56
0.22
5.25
37.08
11.34
20.03.15
125:1
58.55
0.21
0.22
60.80
0.48
4.04
21.02
2.58
Ref. 35.92
38.00 Call
12.00 Call
50.00 Call
6.00 Call
Ref. 10.79
24392139
Volkswagen
VOWJC
Ask
Ref. 5.50
UPM-Kymmene
UPMJB
Bid
Ref. 43.28
UniCredit
UCGJC
Implied
Bid Vola
Ref. 11.06
25302799
Total
TOTJC
Ratio
Ref. 83.36
Société Générale
SOCJC
Expiry
Ref. 51.40
Siemens
SIEJC
Strike Type
12.00 Call
Ref. 158.00
25302801
170.00 Call
Equity - USD
Alibaba Group
BABJC
Ref. 88.10
25546761
Amazon
AMZJC
Ref. 305.01
25324253
Apple
AAPJA
25324255
25324258
25324259
25324260
25324261
25324262
25324263
600.00 Call
Ref. 357.45
25324264
Tesla Motors
TSLJB
110.00 Call
Ref. 525.85
Netflix
NFLJC
75.00 Call
Ref. 101.69
Google A
GOOJB
60.00 Call
Ref. 76.18
Gilead Sciences
GILJC
25.00 Call
Ref. 48.03
Facebook
FBJBA
225.00 Call
Ref. 23.35
eBay
EBAJC
100.00 Call
Ref. 211.73
Cisco
CSCJC
350.00 Call
Ref. 98.30
Baidu
BIDJC
100.00 Call
475.00 Call
Ref. 229.30
25324265
250.00 Call
*underlying movement before change
The prices do not constitute a solicitation or offer and are indicative only.
Page 6 of 7
Only for distribution in Switzerland.
The information in this document is marketing material and is intended for information purposes only and contains neither an offer nor an invitation to submit an offer. The information contained herein
does not represent an issue prospectus according to article 652a and article 1156 of the Swiss Code of Obligations respectively nor a listing notice under the terms of the listing rules of the SIX Swiss
Exchange. An offer to buy or sell can only be made with complete documentation which details in particular the risks of derivative instruments, a copy of which can be obtained from Bank Julius Baer &
Co. Ltd. by calling tel. +41 (0)58 888 8181, or writing to Structured Products, Hohlstrasse 604/606, CH-8010 Zurich. Investors are advised to read this documentation carefully as it contains the
conditions under which investors invest in the products. Past performance is no guarantee of future results. Investments in derivative instruments entail considerable risks, including the possibility of a
total loss of the capital invested. These instruments do not represent an investment in a collective investment scheme and thus are not subject to the supervision of the Swiss Financial Market
Supervisory Authority (FINMA). Investors are exposed to issuer risk and - if the instrument or the underlying are denominated in other currencies than that of the country in which the investor is resident , also to currency risk. Any prices indicated are subject to change without notice. Bank Julius Baer is member of the Swiss Structured Products Association (SSPA).
Symbol
Valor
Twitter
Strike Type
Expiry
Ratio
Implied
Bid Vola
Bid
Ask
Implied
Ask Vola
Delta
Leverage
Premium
UMBC*
Ref. 49.03
TWTJF
22975537
50.00 Call
19.12.14
20:1
70.66
0.26
0.27
73.17
0.53
4.81
12.99
0.38
TWTPP
22975541
35.00
Put
19.12.14
20:1
73.47
0.05
0.06
78.92
-0.10
-4.07
31.06
-2.01
40.00 Call
20.03.15
20:1
39.55
0.16
0.17
41.68
0.50
5.70
12.12
0.40
0.70
12.11
1.63
2.84
Yahoo
YHOJC
Ref. 38.71
25324267
Equity Indices - CHF
SMI Mid® Index
Ref. 1'617.63
SMMJA
23169866
1'550.00 Call
19.12.14
200:1
18.21
0.44
0.47
20.92
SMMJC
25399926
1'800.00 Call
19.06.15
200:1
17.34
0.13
0.14
17.88
0.17
10.05
13.00
11.50
SMMPB
24561751
1'600.00
Put
20.03.15
200:1
18.36
0.42
0.44
19.33
-0.44
-8.15
6.53
-4.51
SMMPC
25399927
1'700.00
Put
19.06.15
200:1
18.04
0.93
0.95
18.87
-0.67
-5.73
6.65
-2.97
Swiss Leader® Index
Ref. 1'223.88
SLIJA
23169868
1'200.00 Call
19.12.14
200:1
21.07
0.26
0.28
23.17
0.61
13.27
2.62
3.29
SLIJC
25399928
1'325.00 Call
19.06.15
200:1
18.87
0.13
0.14
19.48
0.27
11.71
10.55
7.46
SLIPB
24561753
1'250.00
Put
20.03.15
200:1
20.13
0.44
0.45
20.78
-0.57
-7.75
5.22
-3.51
SLIPC
25399929
1'325.00
Put
19.06.15
200:1
18.43
0.86
0.87
19.06
-0.76
-5.33
5.95
-2.64
Swiss Market® Index
Ref. 8'264.71
SMIJB
23169872
8'200.00 Call
19.06.15
1'000:1
16.10
0.31
0.32
16.48
0.47
12.08
3.09
21.38
SMIJK
21070804
8'500.00 Call
19.12.14
1'000:1
15.46
0.08
0.09
16.28
0.34
31.09
3.94
29.54
SMIJG
25399931
9'300.00 Call
18.12.15
1'000:1
13.85
0.10
0.11
14.28
0.19
14.13
13.86
53.19
SMIPI
25399934
8'000.00
Put
19.12.14
1'000:1
19.66
0.18
0.19
20.48
-0.33
-14.43
5.50
-30.15
SMIPK
25399935
8'100.00
Put
18.12.15
1'000:1
16.51
0.65
0.66
16.80
-0.48
-6.07
9.98
-20.62
SMIPH
24561758
8'300.00
Put
19.06.15
1'000:1
15.77
0.60
0.61
16.15
-0.57
-7.73
6.95
-17.52
KO-Warrants
Swiss Market® Index
Ref. 8'264.71
JSMIC
25451785
8'200.00 Call
20.03.15
500:1
0.05
0.07
0.00
0.00
-0.36
0.00
JSMPA
25451787
9'200.00
20.03.15
500:1
2.27
2.29
-1.04
-7.52
2.54
-4.80
Put
*underlying movement before change
The prices do not constitute a solicitation or offer and are indicative only.
Page 7 of 7
Only for distribution in Switzerland.
The information in this document is marketing material and is intended for information purposes only and contains neither an offer nor an invitation to submit an offer. The information contained herein
does not represent an issue prospectus according to article 652a and article 1156 of the Swiss Code of Obligations respectively nor a listing notice under the terms of the listing rules of the SIX Swiss
Exchange. An offer to buy or sell can only be made with complete documentation which details in particular the risks of derivative instruments, a copy of which can be obtained from Bank Julius Baer &
Co. Ltd. by calling tel. +41 (0)58 888 8181, or writing to Structured Products, Hohlstrasse 604/606, CH-8010 Zurich. Investors are advised to read this documentation carefully as it contains the
conditions under which investors invest in the products. Past performance is no guarantee of future results. Investments in derivative instruments entail considerable risks, including the possibility of a
total loss of the capital invested. These instruments do not represent an investment in a collective investment scheme and thus are not subject to the supervision of the Swiss Financial Market
Supervisory Authority (FINMA). Investors are exposed to issuer risk and - if the instrument or the underlying are denominated in other currencies than that of the country in which the investor is resident , also to currency risk. Any prices indicated are subject to change without notice. Bank Julius Baer is member of the Swiss Structured Products Association (SSPA).