JULIUS BAER WARRANTS – TOP TRADING · PDF fileJULIUS BAER WARRANTS – TOP TRADING | LEVERAGE * absolute underlying movement before change The prices do not constitute a

LEVERAGE

* absolute underlying movement before change

The prices do not constitute a solicitation or offer and are indicative only. Please find important legal information at the end of this document.

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JULIUS BAER WARRANTS – TOP TRADINGTop 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· Contact: +41 (0)58 888 8181

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Symbol Valor Strike Type Expiry Ratio Bid Ask ImpliedVola

Delta Leverage Premium UMBC*

Equity – CHF

ABB Ref. 22.55

ABBIJB 32919651 22.25 Call 17.03.17 5:1 0.18 0.19 22.27 0.57 13.56 2.88 0.09

ABPUJB 32919650 21.50 Put 17.03.17 5:1 0.08 0.09 24.30 -0.29 -14.75 6.65 -0.17

Actelion Ref. 231.50

ATLMJB 34922682 235.00 Call 17.03.17 60:1 0.36 0.38 65.47 0.53 5.37 11.36 1.13

ATPRJB 34922680 220.00 Put 17.03.17 60:1 0.34 0.35 71.97 -0.38 -4.14 14.04 -1.60

Adecco Ref. 69.50

ADEXJB 34077111 68.00 Call 17.03.17 12:1 0.31 0.32 27.71 0.60 10.78 3.37 0.20

ADPOJB 34922700 65.00 Put 16.06.17 15:1 0.24 0.25 28.37 -0.39 -7.18 11.87 -0.39

AMS Ref. 32.35

AMSIJB 33621922 30.00 Call 17.03.17 12:1 0.29 0.30 44.84 0.69 6.22 3.86 0.17

AMPUJB 33621920 30.00 Put 17.03.17 12:1 0.10 0.11 45.47 -0.31 -7.55 11.34 -0.39

Aryzta Ref. 44.10

ARCIJB 31728184 42.50 Call 17.03.17 20:1 0.12 0.13 29.56 0.63 10.60 2.27 0.32

ARYPJB 33621987 42.00 Put 17.03.17 15:1 0.09 0.10 30.99 -0.37 -10.74 8.16 -0.41

Ascom Ref. 16.80

ASCBJB 32460439 16.00 Call 17.03.17 8:1 0.16 0.17 37.80 0.66 8.11 3.33 0.12

ASCPJB 34922698 16.00 Put 16.06.17 10:1 0.13 0.14 38.73 -0.41 -4.89 13.10 -0.25

Baloise Ref. 127.70

BALIJB 34922730 130.00 Call 16.06.17 50:1 0.07 0.08 18.43 0.43 13.76 4.93 1.16

BALCJB 33622055 117.50 Put 15.09.17 50:1 0.11 0.12 21.26 -0.37 -7.81 12.69 -1.36

Barry Callebaut Ref. 1'251.00

BARAJB 32460634 1'250.00 Call 17.03.17 250:1 0.16 0.17 22.79 0.51 15.03 3.32 4.90

BAREJB 32919428 1'150.00 Put 17.03.17 300:1 0.04 0.05 23.86 -0.21 -17.27 9.27 -14.49

BasileaPharmaceutica

Ref. 74.85

BSLFJB 32919524 70.00 Call 17.03.17 35:1 0.21 0.22 42.38 0.68 6.65 3.81 0.51

BSPPJB 33622019 77.50 Put 17.03.17 30:1 0.20 0.22 41.42 -0.56 -6.31 5.28 -0.54

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JULIUS BAER WARRANTS – TOP TRADING | LEVERAGE



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BB Biotech Ref. 55.70

BIODJB 31728263 55.00 Call 17.03.17 20:1 0.14 0.15 29.86 0.56 10.43 4.13 0.36

BIPOJB 34922697 55.00 Put 16.06.17 15:1 0.29 0.30 29.35 -0.49 -6.09 9.34 -0.30

Bucher Industries Ref. 261.50

BUCAJB 31728180 250.00 Call 17.03.17 100:1 0.20 0.21 33.10 0.66 8.16 3.63 1.53

BUPPJB 33621984 235.00 Put 17.03.17 80:1 0.04 0.05 32.75 -0.19 -12.64 11.66 -4.14

Cembra Money BankLtd.

Ref. 75.10

CMBOJB 32919507 72.50 Call 17.03.17 20:1 0.19 0.20 21.39 0.68 12.70 1.86 0.30

CMPXJB 33622015 75.00 Put 17.03.17 20:1 0.12 0.13 21.39 -0.48 -13.98 3.60 -0.41

Clariant Ref. 18.34

CLNMJB 34922776 18.50 Call 17.03.17 8:1 0.09 0.10 29.83 0.49 11.20 5.23 0.16

CLNCJB 33621975 16.50 Put 15.09.17 10:1 0.10 0.11 30.23 -0.33 -5.46 16.03 -0.31

CosmoPharmaceuticals Ltd.

Ref. 169.50

COPFJB 34077001 170.00 Call 17.03.17 70:1 0.14 0.15 39.54 0.52 8.37 6.49 1.35

COPUJB 34076983 175.00 Put 16.06.17 60:1 0.32 0.34 38.91 -0.51 -4.25 8.79 -1.17

Credit Suisse Ref. 15.84

CSGXL 31216027 14.25 Call 17.03.17 7:1 0.28 0.29 47.21 0.75 5.84 2.78 0.09

CSPAJB 34077048 15.25 Put 17.03.17 5:1 0.16 0.17 44.20 -0.38 -7.12 9.09 -0.13

DKSH Ref. 72.35

DKSBJB 32919571 72.50 Call 17.03.17 40:1 0.06 0.07 24.92 0.50 13.01 4.08 0.79

DKSEJB 32919572 70.00 Put 17.03.17 40:1 0.04 0.05 25.98 -0.35 -12.72 6.01 -1.14

dorma+kaba Holding Ref. 754.00

DOKEJB 32919515 750.00 Call 17.03.17 250:1 0.12 0.13 25.45 0.54 12.43 3.78 4.67

DPPPJB 34076991 725.00 Put 17.03.17 250:1 0.07 0.08 26.79 -0.33 -12.63 6.50 -7.46

Dufry Ref. 137.40

DUFHJB 31728334 140.00 Call 17.03.17 50:1 0.09 0.10 28.04 0.45 12.23 5.53 1.12

DUFFJB 33621977 115.00 Put 15.09.17 50:1 0.08 0.09 30.52 -0.20 -6.21 19.58 -2.46

Emmi Ltd. Ref. 625.00

EMMIJB 32919459 650.00 Call 17.03.17 250:1 0.07 0.08 30.28 0.39 12.16 7.20 6.43

EMMHJB 32919427 590.00 Put 17.03.17 250:1 0.06 0.07 32.24 -0.30 -10.72 8.40 -8.33

EMS-Chemie Ref. 507.50

EMCBJB 31216211 506.16 Call 17.03.17 198:1 0.10 0.11 26.20 0.52 12.20 4.04 3.78

EMSRJB 32919475 496.23 Put 17.03.17 198:1 0.07 0.08 25.53 -0.40 -12.68 5.35 -5.00

Flughafen Zuerich Ref. 197.70

FHZFJB 31728299 200.00 Call 17.03.17 60:1 0.07 0.08 18.62 0.44 18.29 3.59 1.35

FHZCJB 34077022 175.00 Put 15.09.17 80:1 0.06 0.07 21.41 -0.24 -8.54 14.31 -3.31

Galenica Ref. 1'139.00

GALFJB 32919607 1'150.00 Call 17.03.17 500:1 0.11 0.12 35.68 0.50 9.43 6.23 10.06

GALPJB 33621957 1'111.00 Put 17.03.17 400:1 0.12 0.13 35.36 -0.41 -8.90 7.02 -9.85

GAM Ref. 11.30

GAMDJB 32460525 13.00 Call 16.06.17 5:1 0.11 0.12 44.47 0.32 6.09 20.35 0.15

GAPOJB 34922692 11.50 Put 16.06.17 6:1 0.27 0.28 43.71 -0.55 -3.68 13.10 -0.11

Geberit Ref. 414.90

GECDJB 31216202 400.00 Call 17.03.17 80:1 0.31 0.33 27.79 0.65 10.19 2.77 1.23

GEBPJB 32919594 400.00 Put 17.03.17 80:1 0.14 0.15 26.45 -0.35 -12.15 6.48 -2.28

Georg Fischer Ref. 845.00

FINFJB 33622026 850.00 Call 17.03.17 300:1 0.08 0.09 21.84 0.48 15.09 3.79 6.22

FIPPJB 33622023 850.00 Put 17.03.17 300:1 0.10 0.11 21.73 -0.52 -13.26 3.31 -5.79

Givaudan Ref. 1'833.00

GIVFJB 31216060 1'900.00 Call 17.03.17 500:1 0.05 0.06 19.29 0.33 20.03 5.29 15.26

GIVGJB 32460497 1'800.00 Put 17.03.17 400:1 0.11 0.12 21.11 -0.40 -15.38 4.42 -9.93

Helvetia Ref. 551.50

HECBJB 31728144 575.00 Call 17.03.17 250:1 0.02 0.03 18.58 0.30 21.92 5.62 8.38







































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HELEJB 34077039 535.00 Put 15.09.17 200:1 0.17 0.18 20.25 -0.47 -7.26 9.52 -4.22

Julius Baer Ref. 47.79

BAEDJB 34077056 47.50 Call 17.03.17 10:1 0.21 0.22 27.03 0.54 11.71 4.00 0.19

BAPIJB 34922693 45.00 Put 16.06.17 15:1 0.17 0.18 29.02 -0.39 -6.93 11.49 -0.38

Kudelski Ref. 18.35

KUDAJB 31728191 17.00 Call 17.03.17 8:1 0.21 0.23 36.56 0.73 7.27 2.67 0.11

KUDPJB 33622063 17.00 Put 17.03.17 8:1 0.05 0.06 35.24 -0.27 -10.36 9.97 -0.30

Kuehne + Nagel Ref. 134.40

KNCAJB 31216173 135.00 Call 17.03.17 50:1 0.08 0.09 22.38 0.49 14.66 3.79 1.02

KNIAJB 32460509 130.00 Put 17.03.17 50:1 0.06 0.07 24.99 -0.35 -13.31 5.88 -1.44

LafargeHolcim Ref. 53.55

LHNLJB 32919566 55.00 Call 17.03.17 15:1 0.12 0.13 30.07 0.43 11.82 6.35 0.35

LHNPJB 33621956 50.00 Put 17.03.17 15:1 0.08 0.09 32.79 -0.28 -11.07 9.15 -0.54

Leonteq Ref. 38.50

LEAAJB 34922670 38.00 Call 17.03.17 25:1 0.19 0.20 77.35 0.57 4.43 11.69 0.43

LEPPJB 34922667 37.50 Put 16.06.17 25:1 0.28 0.30 80.50 -0.40 -2.04 22.08 -0.63

Lindt & Spruengli PS Ref. 5'260.00

LISFJB 33622077 5'250.00 Call 17.03.17 1'000:1 0.20 0.21 24.51 0.52 13.06 3.80 19.18

LISPJB 33622094 5'000.00 Put 16.06.17 1'000:1 0.21 0.22 22.68 -0.38 -9.13 9.13 -26.18

Logitech Ref. 25.80

LOGXJB 33622066 25.00 Call 17.03.17 10:1 0.20 0.21 41.10 0.61 7.44 5.04 0.17

LOPOJB 34922695 25.00 Put 16.06.17 8:1 0.27 0.28 39.67 -0.41 -4.68 11.78 -0.20

Lonza Ref. 185.90

LONDJB 33622051 185.00 Call 17.03.17 60:1 0.13 0.14 26.88 0.53 11.83 4.03 1.12

LONHJB 32919631 185.00 Put 16.06.17 60:1 0.23 0.24 27.99 -0.49 -6.36 8.23 -1.22

Meyer BurgerTechnology

Ref. 0.82

MBTMJB 34922714 0.75 Call 17.03.17 1:1 0.14 0.15 94.47 0.64 3.51 9.76 0.02

Nestlé Ref. 74.15

NESCJB 31216031 75.00 Call 17.03.17 15:1 0.10 0.11 17.31 0.44 19.66 3.37 0.34

NESPJB 34076928 67.50 Put 16.06.17 15:1 0.10 0.11 19.33 -0.27 -12.32 11.19 -0.55

Novartis Ref. 72.65

NOVNJB 31216032 75.00 Call 17.03.17 15:1 0.07 0.08 21.37 0.34 20.42 4.89 0.44

NOVPJB 33622093 70.00 Put 16.06.17 15:1 0.24 0.25 21.38 -0.46 -8.99 8.81 -0.32

OC Oerlikon Ref. 11.05

OECAJB 31728177 11.00 Call 17.03.17 5:1 0.10 0.11 29.82 0.53 10.72 4.52 0.09

OERPJB 33621955 9.50 Put 17.03.17 5:1 0.01 0.02 34.03 -0.10 -11.28 14.93 -0.49

Panalpina Ref. 122.90

PWTMJB 32919482 130.00 Call 17.03.17 50:1 0.05 0.06 29.04 0.31 12.88 8.22 1.59

PWTAJB 33622053 132.50 Put 15.09.17 50:1 0.35 0.36 26.94 -0.63 -4.28 6.83 -0.80

Partners Group Ref. 493.50

PGHCJB 33621855 470.00 Call 17.03.17 100:1 0.32 0.33 24.96 0.71 10.63 1.93 1.41

PGPUJB 33621958 490.00 Put 17.03.17 100:1 0.16 0.17 23.09 -0.46 -13.25 4.15 -2.19

Richemont Ref. 77.10

CFRJJB 34922743 75.00 Call 16.06.17 20:1 0.33 0.34 28.82 0.59 6.67 6.10 0.34

CFPAJB 34922735 70.00 Put 16.06.17 20:1 0.14 0.15 30.74 -0.28 -7.23 13.10 -0.71

Rieter Ref. 187.00

RIEFJB 33622097 175.00 Call 17.03.17 100:1 0.16 0.17 34.29 0.71 7.79 2.67 1.41

RIPPJB 33621954 180.00 Put 17.03.17 100:1 0.07 0.08 33.72 -0.37 -8.58 8.02 -2.73

Roche Ref. 237.30

ROGFJB 31216033 250.00 Call 17.03.17 50:1 0.09 0.10 26.98 0.32 15.07 7.46 1.57

ROGPJB 33622092 225.00 Put 16.06.17 50:1 0.22 0.23 24.43 -0.41 -8.56 10.03 -1.21

Schindler Ref. 182.80

SCPPJB 34076988 175.00 Call 17.03.17 50:1 0.23 0.24 24.46 0.69 10.53 2.30 0.72

SCQPJB 34076993 180.00 Put 17.03.17 50:1 0.10 0.11 22.81 -0.42 -13.96 4.54 -1.19








































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SFS Group Inc. Ref. 85.80

SFSDJB 32919590 77.50 Call 17.03.17 25:1 0.34 0.36 26.23 0.87 8.30 0.82 0.29

SFSPJB 34076980 77.50 Put 16.06.17 25:1 0.08 0.09 23.50 -0.26 -9.86 12.30 -0.97

SGS Ref. 2'139.00

SGSKJB 34922729 2'100.00 Call 17.03.17 500:1 0.17 0.18 20.67 0.60 14.22 2.38 8.36

SGSBJB 33622085 1'900.00 Put 15.09.17 500:1 0.15 0.16 23.01 -0.29 -7.77 14.91 -17.20

Sika Ref. 4'818.00

SIKLJB 33226271 5'000.00 Call 17.03.17 1'000:1 0.12 0.13 27.90 0.38 14.13 6.48 26.24

SPPPJB 34076992 4'800.00 Put 17.03.17 1'000:1 0.20 0.21 27.71 -0.47 -10.77 4.73 -21.30

Sonova Ref. 127.90

SOCAJB 31216209 125.00 Call 17.03.17 50:1 0.12 0.13 24.50 0.61 11.94 2.81 0.82

SOOAJB 34077036 120.00 Put 15.09.17 50:1 0.15 0.16 26.30 -0.38 -6.00 12.43 -1.33

Straumann Ref. 407.50

STMBJB 31728286 400.00 Call 17.03.17 100:1 0.22 0.23 29.56 0.58 10.31 3.80 1.72

STMHJB 32919629 385.00 Put 16.06.17 120:1 0.17 0.18 29.52 -0.37 -6.92 10.82 -3.27

Sulzer Ref. 109.20

SUNLJB 34922679 110.00 Call 17.03.17 40:1 0.11 0.12 29.65 0.49 11.21 5.13 0.81

SUPPJB 33621983 95.00 Put 17.03.17 30:1 0.03 0.04 34.30 -0.14 -12.55 14.10 -2.18

Sunrise Ref. 67.35

SRCFJB 31216221 67.50 Call 17.03.17 25:1 0.12 0.13 28.58 0.51 10.59 5.05 0.49

SRCIJB 32919633 67.50 Put 16.06.17 25:1 0.28 0.29 31.03 -0.56 -5.18 10.54 -0.45

Swatch Ref. 354.50

UHRCJB 31728186 340.00 Call 17.03.17 125:1 0.19 0.20 32.71 0.65 9.19 2.96 1.93

UHPAJB 34922736 325.00 Put 17.03.17 70:1 0.10 0.11 32.57 -0.24 -10.95 10.49 -2.94

Swiss Life Ref. 292.10

SLHNJB 34922728 300.00 Call 17.03.17 100:1 0.07 0.08 26.54 0.41 14.89 5.44 2.45

SLHFJB 33226285 270.00 Put 16.06.17 80:1 0.16 0.17 27.17 -0.36 -7.76 12.22 -2.22

Swiss Re Ref. 94.75

SREJJB 34077037 97.50 Call 17.03.17 25:1 0.08 0.09 22.51 0.38 16.06 5.28 0.66

SREAJB 33622052 87.50 Put 15.09.17 25:1 0.22 0.23 23.45 -0.40 -6.56 13.72 -0.63

Swisscom Ref. 455.30

SCMCJB 32460570 475.00 Call 17.03.17 100:1 0.04 0.05 16.80 0.26 24.07 5.42 3.78

SCMDJB 34076904 440.00 Put 15.09.17 100:1 0.29 0.30 17.95 -0.51 -7.77 9.95 -1.95

Tecan Group Ref. 159.30

TECBJB 31728189 155.00 Call 17.03.17 80:1 0.12 0.13 32.20 0.61 9.28 3.83 1.32

TEPUJB 32919664 152.50 Put 17.03.17 70:1 0.07 0.08 33.65 -0.35 -9.86 7.78 -2.02

Temenos Ref. 71.50

TEMXJB 34076998 72.50 Call 17.03.17 20:1 0.18 0.19 37.13 0.49 9.16 6.71 0.41

TEMPJB 33622017 65.00 Put 17.03.17 20:1 0.08 0.09 38.60 -0.25 -9.74 11.61 -0.82

U-BLOX Ref. 170.80

UBXIJB 34922761 170.00 Call 17.03.17 70:1 0.18 0.19 47.22 0.54 6.96 7.32 1.29

UBPOJB 33622081 180.00 Put 17.03.17 80:1 0.21 0.23 43.38 -0.59 -5.49 5.39 -1.35

UBS Ref. 17.00

UBSAJB 31728201 16.22 Call 17.03.17 6:1 0.21 0.22 34.63 0.66 8.60 3.06 0.09

UBPAJB 34076997 16.00 Put 17.03.17 5:1 0.10 0.11 33.95 -0.31 -9.52 9.12 -0.16

Valiant Holding Ref. 103.90

VALAJB 31728200 105.00 Call 17.03.17 40:1 0.08 0.10 27.17 0.47 12.28 4.91 0.85

VAPXJB 34077095 100.00 Put 17.03.17 40:1 0.06 0.07 26.83 -0.34 -12.66 6.45 -1.17

Valora Ref. 314.00

VALFJB 32919518 300.00 Call 17.03.17 100:1 0.20 0.21 26.35 0.69 10.34 2.23 1.45

VAPEJB 34922694 290.00 Put 17.03.17 80:1 0.04 0.05 25.34 -0.20 -16.02 8.92 -3.92

VAT Group Ref. 89.95

VACTJB 33621981 85.00 Call 17.03.17 20:1 0.36 0.38 33.91 0.68 8.10 2.95 0.29

VAPUJB 33622000 80.00 Put 17.03.17 25:1 0.05 0.06 35.94 -0.18 -10.82 12.73 -1.39








































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Vontobel Ref. 55.50 VONCJB 34076968 52.50 Call 16.06.17 15:1 0.28 0.29 22.77 0.69 8.77 2.43 0.22

VOPUJB 34077094 52.00 Put 17.03.17 15:1 0.05 0.06 25.32 -0.24 -14.89 7.93 -0.62

Zurich Insurance Ref. 281.10

ZURRJB 34922727 285.00 Call 17.03.17 80:1 0.09 0.10 20.03 0.44 15.43 4.23 1.82

ZURBJB 33621994 250.00 Put 15.09.17 100:1 0.12 0.13 23.23 -0.35 -7.48 15.69 -2.89

Equity – EUR

Adidas Ref. 147.40

ADSDJB 34922638 145.00 Call 15.12.17 60:1 0.29 0.30 29.88 0.56 4.60 10.58 1.07

ADSQJB 32919491 150.00 Put 16.06.17 60:1 0.23 0.24 29.35 -0.53 -5.41 8.01 -1.13

Allianz Ref. 158.80

ALVDJB 34076939 160.00 Call 15.12.17 60:1 0.19 0.20 24.16 0.49 6.43 8.31 1.24

ALVQJB 34922653 150.00 Put 15.12.17 60:1 0.23 0.24 25.35 -0.43 -4.70 14.61 -1.41

ArcelorMittal Ref. 7.60

ARCBJB 34076947 8.00 Call 15.12.17 4:1 0.29 0.30 45.54 0.53 3.33 21.07 0.08

ARCQJB 34076906 6.00 Put 15.12.17 3:1 0.22 0.23 49.62 -0.23 -2.57 30.12 -0.13

ASML Ref. 107.95

ASMBJB 32460467 95.00 Call 16.06.17 40:1 0.43 0.44 34.48 0.77 4.74 4.31 0.52

Bayer Ref. 101.30

BAYDJB 32919551 100.00 Call 16.06.17 40:1 0.17 0.18 25.95 0.56 7.85 5.82 0.72

BAPBJB 31216192 100.00 Put 17.03.17 40:1 0.08 0.09 26.53 -0.43 -12.09 4.84 -0.93

BMW Ref. 86.75

BMWDJB 34922637 95.00 Call 15.12.17 40:1 0.13 0.14 28.86 0.37 5.79 15.97 1.07

Commerzbank AG Ref. 7.50

CBKEJB 34922636 8.00 Call 15.12.17 4:1 0.26 0.27 42.57 0.51 3.55 21.02 0.08

CBKPJB 34922654 7.50 Put 15.12.17 4:1 0.32 0.33 42.94 -0.42 -2.40 17.63 -0.09

Daimler Ref. 70.18

DAIGJB 34922635 75.00 Call 15.12.17 30:1 0.15 0.16 28.62 0.39 5.74 13.71 0.76

DAIPJB 33226276 64.00 Put 15.12.17 25:1 0.26 0.27 30.29 -0.38 -3.91 18.42 -0.66

Deutsche Bank Ref. 17.89

DBKFJB 34076938 18.00 Call 15.12.17 8:1 0.37 0.38 43.00 0.57 3.35 17.64 0.14

DBKQJB 34922655 16.00 Put 15.12.17 8:1 0.26 0.27 45.43 -0.32 -2.65 22.62 -0.25

Deutsche Telekom Ref. 16.31

DTECJB 32919545 16.00 Call 16.06.17 6:1 0.18 0.19 23.87 0.58 8.28 5.12 0.10

DTEPJB 32919421 14.50 Put 16.06.17 6:1 0.08 0.09 25.83 -0.28 -8.37 14.38 -0.22

E.ON Ref. 7.28

EOADJB 34076907 6.40 Call 15.12.17 3:1 0.45 0.46 35.78 0.70 3.70 6.94 0.04

EOAPJB 34076940 6.60 Put 15.12.17 4:1 0.18 0.19 35.79 -0.35 -3.37 19.73 -0.11

FIAT CHRIYSLER Ref. 8.93

FIAEJB 34922634 9.00 Call 15.12.17 4:1 0.38 0.39 45.36 0.57 3.28 18.25 0.07

K+S Ref. 23.43

SDFBJB 32919579 18.00 Call 16.06.17 10:1 0.61 0.62 41.90 0.90 3.40 3.29 0.11

LVMH Ref. 187.75

LVMEJB 34076941 180.00 Call 15.12.17 75:1 0.32 0.33 29.80 0.60 4.53 9.05 1.26

LVMPJB 34076944 160.00 Put 15.12.17 75:1 0.15 0.16 32.13 -0.27 -4.18 21.17 -2.81

MunichRe Ref. 178.35

MUVCJB 33622040 175.00 Call 15.09.17 60:1 0.20 0.21 22.25 0.56 7.94 5.19 1.07

Nokia Ref. 4.42

NOKEJB 34077145 5.00 Call 15.12.17 3:1 0.12 0.14 40.22 0.40 4.22 22.51 0.07

Royal Dutch Shell Ref. 26.02

ROYGJB 34077144 26.00 Call 15.12.17 8:1 0.22 0.23 23.96 0.48 6.78 6.99 0.17

ROYPJB 32460464 23.00 Put 16.06.17 10:1 0.08 0.09 27.45 -0.27 -7.74 15.07 -0.37

RWE Ref. 12.80

RWECJB 33226275 12.00 Call 15.12.17 6:1 0.37 0.38 39.73 0.63 3.52 11.56 0.10





































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Sanofi Ref. 77.52

SANBJB 32919539 80.00 Call 15.09.17 30:1 0.14 0.15 24.92 0.44 7.53 9.00 0.69

SANPJB 32460462 70.00 Put 16.06.17 30:1 0.10 0.11 27.52 -0.32 -7.48 13.96 -0.94

Santander Ref. 5.12

BANCJB 34077142 5.00 Call 15.12.17 3:1 0.22 0.23 33.99 0.56 4.14 11.24 0.05

SAP Ref. 83.86

SAPCJB 32919538 85.00 Call 15.09.17 30:1 0.15 0.16 20.28 0.48 8.35 7.08 0.63

SAPTJB 34076979 80.00 Put 15.12.17 33:1 0.18 0.19 22.69 -0.40 -5.35 12.08 -0.82

Siemens Ref. 115.95

SIEEJB 34077141 120.00 Call 15.12.17 40:1 0.19 0.20 24.33 0.43 6.21 10.39 0.93

SIEPJB 32919553 100.00 Put 15.09.17 40:1 0.11 0.12 27.52 -0.25 -6.04 17.90 -1.60

Total Ref. 48.41

TOTCJB 34077146 50.00 Call 15.12.17 15:1 0.22 0.23 25.47 0.44 6.22 10.42 0.34

UniCredit Ref. 2.60

UCGDJB 33621869 2.80 Call 15.09.17 2:1 0.19 0.20 54.21 0.51 3.32 22.89 0.04

Unilever Ref. 38.85

UNABJB 34076945 38.00 Call 15.12.17 15:1 0.21 0.22 21.75 0.55 6.45 6.32 0.27

Volkswagen Ref. 146.95

VOWDJB 32460459 150.00 Call 16.06.17 60:1 0.18 0.19 32.52 0.50 6.39 9.83 1.21

VOWPJB 33226277 110.00 Put 15.12.17 60:1 0.10 0.11 39.16 -0.17 -3.68 29.64 -3.63

Equity – USD

Alibaba GroupHolding

Ref. 96.55

BABBJB 32919534 95.00 Call 15.09.17 40:1 0.29 0.30 34.52 0.59 4.73 10.82 0.68

BABPJB 32919578 95.00 Put 15.09.17 40:1 0.23 0.24 34.03 -0.42 -4.17 11.55 -0.96

Alphabet A Ref. 832.68

GOOCJB 34076914 850.00 Call 15.12.17 300:1 0.24 0.25 24.50 0.53 5.88 11.09 5.66

GOPAJB 31728167 775.00 Put 17.03.17 300:1 0.04 0.05 28.44 -0.22 -12.47 8.73 -13.36

Amazon Ref. 818.44

AMZNJB 33622039 900.00 Call 15.09.17 300:1 0.17 0.18 30.84 0.40 6.13 16.56 7.42

AMZPJB 32460640 700.00 Put 16.06.17 300:1 0.07 0.08 34.95 -0.19 -6.64 17.40 -15.41

Apple Ref. 118.91

AAPFJB 32919535 120.00 Call 16.06.17 40:1 0.16 0.17 24.42 0.50 8.70 6.64 0.80

AAPQJB 32919554 110.00 Put 16.06.17 40:1 0.09 0.10 25.27 -0.29 -8.75 10.86 -1.36

Baidu Ref. 176.76

BIDCJB 32919448 175.00 Call 16.06.17 80:1 0.21 0.23 37.49 0.57 5.48 9.41 1.40

Barrick Gold Ref. 17.03

ABXDJB 33226273 17.00 Call 15.12.17 10:1 0.33 0.34 50.91 0.60 3.02 19.79 0.17

Facebook Ref. 128.65

FBJAJB 32919533 130.00 Call 16.06.17 60:1 0.15 0.16 29.73 0.52 7.01 8.51 1.15

FBPAJB 31216184 120.00 Put 17.03.17 50:1 0.05 0.06 31.96 -0.26 -11.08 9.06 -1.93

Gilead Sciences Inc. Ref. 73.25

GILCJB 34076913 80.00 Call 15.12.17 33:1 0.17 0.18 31.39 0.43 5.26 17.32 0.77

GILPJB 33621870 75.00 Put 15.09.17 40:1 0.21 0.22 31.32 -0.51 -4.21 9.62 -0.79

Intel Ref. 36.87

INTCJB 33622011 40.00 Call 15.09.17 15:1 0.09 0.10 23.80 0.34 8.48 12.56 0.44

INTPJB 32919531 35.00 Put 16.06.17 15:1 0.11 0.12 26.74 -0.37 -7.53 9.95 -0.41

Netflix Inc Ref. 134.41

NFLDJB 34922658 140.00 Call 15.12.17 60:1 0.35 0.36 45.12 0.56 3.46 20.23 1.08

NFLPJB 34076905 120.00 Put 15.12.17 60:1 0.26 0.27 47.98 -0.31 -2.57 22.77 -1.94

Tesla Motors Ref. 237.63

TSLDJB 34922657 225.00 Call 15.12.17 100:1 0.42 0.43 45.26 0.59 3.28 12.78 1.69

TSLPJB 32919552 225.00 Put 16.06.17 150:1 0.14 0.15 45.71 -0.38 -4.00 14.78 -3.96




































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Twitter Inc Ref. 17.30

TWTBJB 32919466 20.00 Call 16.06.17 10:1 0.15 0.16 56.57 0.41 4.40 24.86 0.25

Equity Indices – CHF

SMI Mid® Index Ref. 2'030.91

SMMCJB 33621932 2'000.00 Call 16.06.17 250:1 0.37 0.38 19.59 0.50 10.77 3.16 4.96

SMMEJB 34077029 2'000.00 Call 15.09.17 250:1 0.51 0.52 21.69 0.51 7.99 4.88 4.89

SMMAJB 33621931 1'900.00 Put 16.06.17 250:1 0.26 0.27 20.70 -0.33 -10.01 9.77 -7.51

SMMDJB 34077028 1'900.00 Put 15.09.17 250:1 0.41 0.42 22.57 -0.37 -7.13 11.62 -6.78

Swiss Leader® Index Ref. 1'335.63

SLIGJB 33621930 1'250.00 Call 16.06.17 250:1 0.36 0.38 21.77 0.64 9.02 0.70 3.90

SLIHJB 34077025 1'275.00 Call 15.09.17 250:1 0.37 0.38 20.39 0.57 7.98 2.57 4.40

SLIFJB 33621929 1'200.00 Put 16.06.17 250:1 0.13 0.14 22.98 -0.26 -9.89 12.78 -9.64

SLIEJB 34077024 1'225.00 Put 15.09.17 250:1 0.22 0.23 21.35 -0.34 -7.86 12.59 -7.39

Swiss Market® Index Ref. 8'393.81

SMAUJB 34922732 8'400.00 Call 17.02.17 500:1 0.26 0.27 14.72 0.49 30.71 1.68 10.12

SMXBJB 32919471 8'400.00 Call 16.06.17 500:1 0.43 0.44 15.85 0.39 14.94 2.69 12.77

SMAEJB 31216121 8'500.00 Call 17.03.17 500:1 0.21 0.22 14.42 0.34 25.97 2.58 14.69

SMINJB 32460572 7'800.00 Put 16.06.17 500:1 0.43 0.44 17.71 -0.34 -12.85 9.70 -14.85

SMAWJB 34922731 8'300.00 Put 17.03.17 500:1 0.38 0.39 14.67 -0.49 -21.21 3.44 -10.15

SMATJB 34922733 8'400.00 Put 17.02.17 500:1 0.27 0.28 14.00 -0.51 -30.35 1.59 -9.88

Equity Indices – EUR

DAX Ref. 11'553.28

DAXDJB 34922686 11'500.00 Call 16.06.17 500:1 1.29 1.30 19.21 0.54 9.68 5.16 9.18

DAXSJB 34922690 11'500.00 Put 16.06.17 500:1 1.13 1.14 19.29 -0.46 -9.23 5.39 -10.98

EURO STOXX 50®Index

Ref. 3'300.07

ESTDJB 34922684 3'250.00 Call 16.06.17 200:1 0.76 0.77 19.74 0.49 10.40 3.15 4.12

ESTSJB 34922688 3'250.00 Put 16.06.17 200:1 0.96 0.98 19.64 -0.51 -8.67 7.46 -3.88

KO-WarrantsDAX Ref. 11'553.28

KDABJB 34077059 10'000.00 Call 16.06.17 500:1 3.40 3.41 1.00 6.76 1.31 5.01

KDAAJB 34077058 12'000.00 Put 16.06.17 500:1 1.08 1.09 -1.01 -21.50 0.85 -4.93

EURO STOXX 50®Index

Ref. 3'300.07

KSXFJB 34922702 3'150.00 Call 15.09.17 300:1 0.47 0.48 0.81 18.64 -0.18 3.69

KSXPJB 33621967 3'150.00 Put 17.03.17 300:1 0.08 0.11 0.00 0.00 5.55 0.00

KSXCJB 34077057 3'300.00 Put 16.06.17 300:1 0.10 0.11 0.00 0.00 1.00 0.00

KSXEJB 34922701 3'450.00 Put 15.09.17 300:1 0.72 0.74 -1.24 -18.41 2.18 -2.42

Swiss Market® Index Ref. 8'393.81

KSMAJB 33622101 7'000.00 Call 17.03.17 500:1 2.72 2.73 0.99 6.06 -0.34 5.07

KSMFJB 34077073 8'700.00 Put 17.03.17 500:1 0.79 0.80 -1.15 -24.10 1.12 -4.35































8 / 8 8 / 8

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 ofwhich 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 inthe products. Past performance is no guarantee of future results. Investments in derivative instruments entail considerable risks, including thepossibility of a total loss of the capital invested. These instruments do not represent an investment in a collective investment scheme and thus arenot subject to the supervision of the Swiss Financial Market Supervisory Authority (FINMA). Investors are exposed to issuer risk and – if theinstrument 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).© Bank Julius Baer & Co. AG, 2016

JULIUS BAER WARRANTS – TOP TRADING · PDF fileJULIUS BAER WARRANTS – TOP TRADING | LEVERAGE * absolute underlying movement before change The prices do not constitute a

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