Warrant Put 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+0.055 (+6.79%) BidEUR 0.850 AskEUR 0.880 Last updateAug 23, 2019
15:21:16.878
UTC
Underlying price (delayed) 58.44 (-1.03%) StrikeEUR 60.00 Cap- Leverage6.64
Name
Warrant - BASF SE
ISIN / WKN
AT0000A29006 / RC0UU6
Underlying
Underlying price (delayed)
EUR 58.44 (-1.03%)
Aug 23, 2019 15:23:17.607
Strike
EUR 60.00
Cap
unlimited
Type of exercise
American
Tradeable unit/nominal value
1 unit
Multiplier
1:10
Product currency
EUR
Implied volatility
22.96%
Listing
Vienna, Frankfurt, Stuttgart
About the term
Initial valuation date
Jul 15, 2019
Issue date
Jul 16, 2019
Final valuation date
Dec 18, 2020
Maturity date
Dec 23, 2020
Product classification
Leverage Product without Knock-Out
Security type (Eusipa No.)
Warrant (2100)
Warrant Type
Put without Cap
Underlying
Country / region of underlying
Germany
Suited market expectation
bearish
Issue price
0.74 EUR
Spread homogenised
0.30
Spread (in %)
3.53%
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
12.19%
Agio p.a. in %
8.89%
Leverage
6.64
Instrinsic value
EUR 0.17
Time value
EUR 0.70
Break even
EUR 51.35
Moneyness
1.03
Historic volatility 30 days
28.31%
Historic volatility 250 days
25.45%
Omega
3.6956
Delta
-0.5482
Gamma
0.0025
Vega
0.0248
Theta
-0.0009
Rho
-0.0537
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 underlyings9:15 am - 5:30 pm

Products on underlyings of CEE, Eastern Europe and Turkey

 

 - Turkey, Czech Republic9:00 am - 4:00 pm
 - Russia, Croatia, Ukraine, Kazakhstan9:15 am - 4:30 pm
 - Poland, Hungary, Romania, CEE und Eastern Europe9:15 am - 4:50 pm
  
Products on other international underlyings and comm.
(incl. Germany and Switzerland)
9:00 am - 8:00 pm
INFORMATION

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8:00 am to 5:30 pm


T: +43151520484
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