Warrant Call mWIG40

BidPLN 0.380
May 02, 2024 15:05:15.113 UTC
AskPLN 0.440
May 02, 2024 15:05:15.113 UTC
chg. 1D-0.065 (-13.68%)
May 02, 2024 15:05:15.113 UTC
Underlying price (delayed) 6,262.27 (-0.37%)
May 02, 2024 15:15:00.171 UTC
StrikePLN 6,750.00 Cap- Leverage142.32

Name
Warrant - mWIG40
ISIN / WKN
AT0000A3BD22 / RC1DGC
WSE Ticker
RBIWC0624MWIG404
Underlying
Underlying price (delayed)
PLN 6,262.27 (-0.37%)
May 02, 2024 15:15:00.171
Strike
PLN 6,750.00
Cap
unlimited
Type of exercise
European
Tradeable unit/nominal value
1 unit
Multiplier
0.01
Product currency
PLN
Implied volatility
21.00%
Listing
Warsaw
About the term

Initial valuation date
Mar 12, 2024
Issue date
Mar 13, 2024
Final valuation date
Jun 21, 2024
Maturity date
Jun 26, 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
0.92 PLN
Spread homogenised
6.00
Spread (in %)
15.79%
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
8.49%
Agio p.a. in %
62.89%
Leverage
142.32
Instrinsic value
PLN 0.00
Time value
PLN 0.41
Break even
PLN 6,791.00
Moneyness
0.93
Historic volatility 30 days
17.35%
Historic volatility 250 days
15.35%
Omega
25.8224
Delta
0.1691
Gamma
3.5960
Vega
0.0579
Theta
-0.0122
Rho
0.0127
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

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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

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E: info(at)raiffeisencertificates.com