Warrant Call Orlen SA

BidPLN 1.050
May 08, 2024 15:05:15.358 UTC
AskPLN 1.160
May 08, 2024 15:05:15.358 UTC
chg. 1D+0.045 (+4.25%)
May 08, 2024 15:05:15.358 UTC
Underlying price (delayed) 67.85 (+0.79%)
May 08, 2024 15:55:51.936 UTC
StrikePLN 60.00 Cap- Leverage5.85

Name
Warrant - Orlen SA
ISIN / WKN
AT0000A3B806 / RC1DDX
WSE Ticker
RBIWC1224PKN
Underlying
Underlying price (delayed)
PLN 67.85 (+0.79%)
May 08, 2024 15:55:51.936
Strike
PLN 60.00
Cap
unlimited
Type of exercise
American
Tradeable unit/nominal value
1 unit
Multiplier
0.1
Product currency
PLN
Implied volatility
45.82%
Listing
Warsaw
About the term

Initial valuation date
Mar 08, 2024
Issue date
Mar 11, 2024
Final valuation date
Dec 20, 2024
Maturity date
Dec 27, 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
0.87 PLN
Spread homogenised
1.10
Spread (in %)
10.48%
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
5.53%
Agio p.a. in %
7.65%
Leverage
5.85
Instrinsic value
PLN 0.78
Time value
PLN 0.32
Break even
PLN 71.05
Moneyness
1.13
Historic volatility 30 days
27.86%
Historic volatility 250 days
27.96%
Omega
4.0550
Delta
0.6604
Gamma
0.0019
Vega
0.0177
Theta
-0.0010
Rho
0.0125
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