Warrant Put ThyssenKrupp AG 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 (+2.50%) BidEUR 0.380 AskEUR 0.440 Last updateNov 27, 2020
17:59:01.150
UTC
Underlying price (delayed) 5.61 (-1.06%) StrikeEUR 4.00 Cap- Leverage12.75

Name
Warrant - ThyssenKrupp AG
ISIN / WKN
AT0000A2EW19 / RC0XNS
Underlying
Underlying price (delayed)
EUR 5.61 (-1.06%)
Nov 27, 2020 17:11:14.028
Strike
EUR 4.00
Cap
unlimited
Type of exercise
American
Tradeable unit/nominal value
1 unit
Multiplier
1
Product currency
EUR
Implied volatility
74.93%
Listing
Vienna, Frankfurt, Stuttgart
About the term

Initial valuation date
Apr 07, 2020
Issue date
Apr 08, 2020
Final valuation date
Jun 18, 2021
Maturity date
Jun 23, 2021

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
0.64 EUR
Spread homogenised
0.06
Spread (in %)
15.79%
Underlying currency
EUR
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, Romania, Slovenia
Agio
36.02%
Agio p.a. in %
64.11%
Leverage
12.75
Instrinsic value
EUR 0.00
Time value
EUR 0.41
Break even
EUR 3.59
Moneyness
0.72
Historic volatility 30 days
76.68%
Historic volatility 250 days
78.64%
Omega
2.5607
Delta
-0.1887
Gamma
0.0903
Vega
0.0112
Theta
-0.0020
Rho
-0.0081
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 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


T: +43151520484
F: +431 513 43 96
E: produkte(at)rcb.at