Warrant Call Volkswagen AG Vorzüge 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-0.110 (-6.11%) BidEUR 1.590 AskEUR 1.790 Last updateJul 14, 2020
17:59:18.108
UTC
Underlying price (delayed) 136.41 (-2.36%) StrikeEUR 130.00 Cap- Leverage7.62

Name
Warrant - Volkswagen AG Vorzüge
ISIN / WKN
AT0000A2GMH3 / RC0YWY
Underlying price (delayed)
EUR 136.41 (-2.36%)
Jul 14, 2020 16:43:10.573
Strike
EUR 130.00
Cap
unlimited
Type of exercise
American
Tradeable unit/nominal value
1 unit
Multiplier
0.1
Product currency
EUR
Implied volatility
39.85%
Listing
Vienna, Frankfurt, Stuttgart
About the term

Initial valuation date
May 26, 2020
Issue date
May 27, 2020
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
Call without Cap
Country / region of underlying
Germany
Suited market expectation
bullish
Issue price
1.83 EUR
Spread homogenised
2.00
Spread (in %)
12.58%
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
7.66%
Agio p.a. in %
16.11%
Leverage
7.62
Instrinsic value
EUR 0.74
Time value
EUR 0.95
Break even
EUR 146.90
Moneyness
1.06
Historic volatility 30 days
43.68%
Historic volatility 250 days
50.79%
Omega
5.1743
Delta
0.6365
Gamma
0.0011
Vega
0.0338
Theta
-0.0040
Rho
0.0303
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
Products on Austrian underlyings9:15 am - 5:30 pm

Products on underlyings of CEE, Eastern Europe and Turkey

 

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 - 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

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8:00 am to 5:30 pm


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