Warrant Call 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. 1D0.000 (0.00%) BidEUR 0.270 AskEUR 0.350 Last updateJul 10, 2020
16:58:38.262
UTC
Underlying price (delayed) 50.00 (+0.64%) StrikeEUR 55.00 Cap- Leverage14.28

Name
Warrant - BASF SE
ISIN / WKN
AT0000A2GM43 / RC0YWK
Underlying
Underlying price (delayed)
EUR 50.00 (+0.64%)
Jul 10, 2020 15:56:04.721
Strike
EUR 55.00
Cap
unlimited
Type of exercise
American
Tradeable unit/nominal value
1 unit
Multiplier
0.1
Product currency
EUR
Implied volatility
27.84%
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
Call without Cap
Underlying
Country / region of underlying
Germany
Suited market expectation
bullish
Issue price
0.18 EUR
Spread homogenised
0.80
Spread (in %)
29.63%
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
16.81%
Agio p.a. in %
17.14%
Leverage
14.28
Instrinsic value
EUR 0.00
Time value
EUR 0.31
Break even
EUR 58.10
Moneyness
0.91
Historic volatility 30 days
47.38%
Historic volatility 250 days
38.42%
Omega
6.4675
Delta
0.4003
Gamma
0.0031
Vega
0.0187
Theta
-0.0007
Rho
0.0158
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
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Products on underlyings of CEE, Eastern Europe and Turkey

 

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 - 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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