Warrant Put Pepco Group NV

BidPLN 0.070
May 02, 2024 15:05:15.669 UTC
AskPLN 0.090
May 02, 2024 15:05:15.669 UTC
chg. 1D+0.010 (+14.29%)
May 02, 2024 15:05:15.669 UTC
Underlying price (delayed) 19.12 (-0.86%)
May 02, 2024 15:55:56.563 UTC
StrikePLN 18.00 Cap- Leverage21.25

Name
Warrant - Pepco Group NV
ISIN / WKN
AT0000A3BH69 / RC1DLK
WSE Ticker
RBIWP0624PCOP3
Underlying
Underlying price (delayed)
PLN 19.12 (-0.86%)
May 02, 2024 15:55:56.563
Strike
PLN 18.00
Cap
unlimited
Type of exercise
American
Tradeable unit/nominal value
1 unit
Multiplier
0.1
Product currency
PLN
Implied volatility
51.95%
Listing
Warsaw
About the term

Initial valuation date
Mar 14, 2024
Issue date
Mar 15, 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
Put without Cap
Underlying
Country / region of underlying
Poland
Suited market expectation
bearish
Issue price
0.18 PLN
Spread homogenised
0.20
Spread (in %)
28.57%
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
10.59%
Agio p.a. in %
76.54%
Leverage
21.25
Instrinsic value
PLN 0.00
Time value
PLN 0.08
Break even
PLN 17.20
Moneyness
0.94
Historic volatility 30 days
43.29%
Historic volatility 250 days
49.62%
Omega
7.9185
Delta
-0.3312
Gamma
0.0109
Vega
0.0025
Theta
-0.0013
Rho
-0.0009
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

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

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E: info(at)raiffeisencertificates.com