Warrant Call Bank Pekao SA

BidPLN 0.710
Apr 30, 2024 15:05:16.232 UTC
AskPLN 0.780
Apr 30, 2024 15:05:16.232 UTC
chg. 1D-0.095 (-11.31%)
Apr 30, 2024 15:05:16.232 UTC
Underlying price (delayed) 169.00 (-1.40%)
Apr 30, 2024 15:55:39.822 UTC
StrikePLN 200.00 Cap- Leverage21.67

Name
Warrant - Bank Pekao SA
ISIN / WKN
AT0000A3CPB6 / RC1EED
WSE Ticker
RBIWC1224PEO5
Underlying
Underlying price (delayed)
PLN 169.00 (-1.40%)
Apr 30, 2024 15:55:39.822
Strike
PLN 200.00
Cap
unlimited
Type of exercise
American
Tradeable unit/nominal value
1 unit
Multiplier
0.1
Product currency
PLN
Implied volatility
33.20%
Listing
Warsaw
About the term

Initial valuation date
Apr 15, 2024
Issue date
Apr 16, 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
0.79 PLN
Spread homogenised
0.70
Spread (in %)
9.86%
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
22.96%
Agio p.a. in %
35.64%
Leverage
21.67
Instrinsic value
PLN 0.00
Time value
PLN 0.74
Break even
PLN 207.45
Moneyness
0.84
Historic volatility 30 days
38.18%
Historic volatility 250 days
32.87%
Omega
6.8911
Delta
0.3038
Gamma
0.0008
Vega
0.0472
Theta
-0.0033
Rho
0.0280
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

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Products on underlyings of CEE, Eastern Europe and Turkey

 

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INFORMATION

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