Warrant Put PKOBP

BidPLN 0.250
May 02, 2024 15:05:16.495 UTC
AskPLN 0.280
May 02, 2024 15:05:16.495 UTC
chg. 1D+0.015 (+6.00%)
May 02, 2024 15:05:16.495 UTC
Underlying price (delayed) 60.06 (-1.05%)
May 02, 2024 15:55:40.840 UTC
StrikePLN 55.00 Cap- Leverage21.45

Name
Warrant - PKOBP
ISIN / WKN
AT0000A3B1E0 / RC1C7G
WSE Ticker
RBIWP0924PKO1
Underlying
Underlying price (delayed)
PLN 60.06 (-1.05%)
May 02, 2024 15:55:40.840
Strike
PLN 55.00
Cap
unlimited
Type of exercise
American
Tradeable unit/nominal value
1 unit
Multiplier
0.1
Product currency
PLN
Implied volatility
31.88%
Listing
Warsaw
About the term

Initial valuation date
Mar 05, 2024
Issue date
Mar 06, 2024
Final valuation date
Sep 20, 2024
Maturity date
Sep 25, 2024

Product classification
Leverage Product without Knock-Out
Security type (Eusipa No.)
Warrant (2100)
Warrant Type
Put without Cap
Underlying
Country / region of underlying
Poland
Suited market expectation
bearish
Issue price
0.55 PLN
Spread homogenised
0.30
Spread (in %)
12.00%
Underlying currency
PLN
Settlement method
Cash settlement
Taxation
Capital Gains Tax / no Foreign Capital Gains Tax
Public offer possible in
Austria, Germany, Italy, Hungary, Poland, Czech Republic, Slovakia, Bulgaria, Croatia, Liechtenstein, Romania, Slovenia
Agio
13.09%
Agio p.a. in %
33.71%
Leverage
21.45
Instrinsic value
PLN 0.00
Time value
PLN 0.26
Break even
PLN 52.35
Moneyness
0.92
Historic volatility 30 days
30.42%
Historic volatility 250 days
29.49%
Omega
7.2434
Delta
-0.3196
Gamma
0.0031
Vega
0.0131
Theta
-0.0017
Rho
-0.0083
Description

Put warrants enable investors to participate with a leverage effect in falling underlying prices. In addition to the performance of the underlying, the volatility of the underlying has substantial influence on the pricing of the warrant.

Warrants provide for above average profit opportunities but bear as well an increased risk to incur a total loss. Thus is particularly important that the investor continuously observes the position.

TRADING HOURS

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Products on underlyings of CEE, Eastern Europe and Turkey

 

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Products on other international underlyings and commodities
(incl. Germany and Switzerland)

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INFORMATION

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