Warrant Put Daimler 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-0.020 (-6.67%) BidEUR 0.260 AskEUR 0.300 Last updateJul 15, 2020
08:26:06.929
UTC
Underlying price (delayed) 37.42 (+1.24%) StrikeEUR 30.00 Cap- Leverage12.47

Name
Warrant - Daimler AG
ISIN / WKN
AT0000A2GN83 / RC0YXP
Underlying
Underlying price (delayed)
EUR 37.42 (+1.24%)
Jul 15, 2020 08:11:11.806
Strike
EUR 30.00
Cap
unlimited
Type of exercise
American
Tradeable unit/nominal value
1 unit
Multiplier
0.1
Product currency
EUR
Implied volatility
46.93%
Listing
Vienna, Frankfurt, Stuttgart
About the term

Initial valuation date
May 26, 2020
Issue date
May 27, 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
0.52 EUR
Spread homogenised
0.40
Spread (in %)
15.38%
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
27.87%
Agio p.a. in %
29.51%
Leverage
12.47
Instrinsic value
EUR 0.00
Time value
EUR 0.28
Break even
EUR 27.20
Moneyness
0.80
Historic volatility 30 days
52.33%
Historic volatility 250 days
55.10%
Omega
3.1236
Delta
-0.2337
Gamma
0.0019
Vega
0.0110
Theta
-0.0007
Rho
-0.0107
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