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-0.000 (-0.36%) BidEUR 0.099 AskEUR 0.180 Last updateJul 14, 2020
17:52:06.656
UTC
Underlying price (delayed) 50.94 (-0.49%) StrikeEUR 35.00 Cap- Leverage28.30

Name
Warrant - BASF SE
ISIN / WKN
AT0000A2GMU6 / RC0YW9
Underlying
Underlying price (delayed)
EUR 50.94 (-0.49%)
Jul 14, 2020 15:55:10.221
Strike
EUR 35.00
Cap
unlimited
Type of exercise
American
Tradeable unit/nominal value
1 unit
Multiplier
0.1
Product currency
EUR
Implied volatility
44.07%
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
0.30 EUR
Spread homogenised
0.81
Spread (in %)
81.82%
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
35.04%
Agio p.a. in %
36.99%
Leverage
28.30
Instrinsic value
EUR 0.00
Time value
EUR 0.14
Break even
EUR 33.60
Moneyness
0.68
Historic volatility 30 days
44.45%
Historic volatility 250 days
38.43%
Omega
4.4066
Delta
-0.1203
Gamma
0.0010
Vega
0.0099
Theta
-0.0006
Rho
-0.0070
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