Warrant Call BASF SE The product related information contained herein is exclusively for information purposes only, intended for current investors or in case these products are displayed further to an individual search. The information does not constitute a recommendation or an offer to buy or an invitation to make a respective offer in relation to any of the products described herein.

chg. 1D+0.010 (+1.79%) BidEUR 0.550 AskEUR 0.590 Last updateJan 17, 2020
18:59:39.789
UTC
Underlying price (delayed) 64.43 (+0.13%) StrikeEUR 60.00 Cap- Leverage10.92

Name
Warrant - BASF SE
ISIN / WKN
AT0000A28ZE5 / RC0UUL
Underlying
Underlying price (delayed)
EUR 64.43 (+0.13%)
Jan 17, 2020 16:55:16.058
Strike
EUR 60.00
Cap
unlimited
Type of exercise
American
Tradeable unit/nominal value
1 unit
Multiplier
1:10
Product currency
EUR
Implied volatility
29.34%
Listing
Vienna, Frankfurt, Stuttgart
About the term

Initial valuation date
Jul 15, 2019
Issue date
Jul 16, 2019
Final valuation date
Jun 19, 2020
Maturity date
Jun 23, 2020

Product classification
Leverage Product without Knock-Out
Security type (Eusipa No.)
Warrant (2100)
Warrant Type
Call without Cap
Underlying
Country / region of underlying
Germany
Suited market expectation
bullish
Issue price
0.48 EUR
Spread homogenised
0.40
Spread (in %)
7.27%
Underlying currency
EUR
Settlement method
Cash settlement
Taxation
Capital Gains Tax / no Foreign Capital Gains Tax
Public offer in
Austria, Germany, Italy, Hungary, Poland, Czech Republic, Slovakia, Bulgaria, Croatia, Romania, Slovenia
Agio
2.14%
Agio p.a. in %
4.39%
Leverage
10.92
Instrinsic value
EUR 0.45
Time value
EUR 0.12
Break even
EUR 65.70
Moneyness
1.08
Historic volatility 30 days
14.37%
Historic volatility 250 days
23.00%
Omega
7.4636
Delta
0.6594
Gamma
0.0047
Vega
0.0134
Theta
-0.0006
Rho
0.0073
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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 - Poland, Hungary, Romania, CEE and Eastern Europe9:15 am - 4:50 pm
  
Products on other international underlyings and commodities
(incl. Germany and Switzerland)
9:00 am - 8:00 pm
INFORMATION

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


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