Warrant Call Bank Pekao SA

BidPLN 1.310
Apr 29, 2024 11:35:59.312 UTC
AskPLN 1.440
Apr 29, 2024 11:35:59.312 UTC
chg. 1D-0.275 (-16.67%)
Apr 29, 2024 11:35:59.312 UTC
Underlying price (delayed) 169.35 (-2.14%)
Apr 29, 2024 11:23:07.078 UTC
StrikePLN 170.00 Cap- Leverage11.76

Name
Warrant - Bank Pekao SA
ISIN / WKN
AT0000A3B640 / RC1DBZ
WSE Ticker
RBIWC0924PEO
Underlying
Underlying price (delayed)
PLN 169.35 (-2.14%)
Apr 29, 2024 11:23:07.078
Strike
PLN 170.00
Cap
unlimited
Type of exercise
American
Tradeable unit/nominal value
1 unit
Multiplier
0.1
Product currency
PLN
Implied volatility
34.54%
Listing
Warsaw
About the term

Initial valuation date
Mar 07, 2024
Issue date
Mar 08, 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
Call without Cap
Underlying
Country / region of underlying
Poland
Suited market expectation
bullish
Issue price
1.16 PLN
Spread homogenised
1.30
Spread (in %)
9.92%
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
8.89%
Agio p.a. in %
21.55%
Leverage
11.76
Instrinsic value
PLN 0.00
Time value
PLN 1.38
Break even
PLN 183.75
Moneyness
1.00
Historic volatility 30 days
38.59%
Historic volatility 250 days
33.10%
Omega
6.5962
Delta
0.5355
Gamma
0.0011
Vega
0.0423
Theta
-0.0049
Rho
0.0304
Description

Call warrants enable investors to participate with a leverage effect in rising 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

Products on Austrian underlyings

9:15 - 5:30 pm

Products on underlyings of CEE, Eastern Europe and Turkey

 

- Turkey, Czech Republic9:00 - 4:00 pm

- Poland, Hungary, Romania, CEE and Eastern Europe

9:15 - 4:50 pm

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

9:00 - 8:00 pm
INFORMATION

Monday - Friday
8:00 am to 5:30 pm

T: +431717075454
E: info(at)raiffeisencertificates.com