Warrant Put EURO STOXX 50® 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+0.530 (+2.53%) BidEUR 20.990 AskEUR 22.030 Last updateSep 25, 2020
17:59:33.561
UTC
Underlying price (delayed) 3,137.50 (-0.85%) StrikeEUR 3,772.56 Cap- Leverage3.78

Name
Warrant - EURO STOXX 50®
ISIN / WKN
AT0000A2HPU7 / RC0Y42
Underlying
Underlying price (delayed)
EUR 3,137.50 (-0.85%)
Sep 25, 2020 18:19:20.954
Strike
EUR 3,772.56
Cap
unlimited
Type of exercise
European
Tradeable unit/nominal value
1 unit
Multiplier
0.02651
Product currency
EUR
Implied volatility
28.50%
Listing
Vienna, Frankfurt, Stuttgart
About the term

Initial valuation date
Jun 25, 2020
Issue date
Jun 26, 2020
Final valuation date
Sep 27, 2021
Maturity date
Sep 30, 2021

Product classification
Leverage Product without Knock-Out
Security type (Eusipa No.)
Warrant (2100)
Warrant Type
Put without Cap
Underlying
Country / region of underlying
Europe
Suited market expectation
bearish
Issue price
20.84 EUR
Spread homogenised
39.23
Spread (in %)
4.95%
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
6.23%
Agio p.a. in %
5.58%
Leverage
3.78
Instrinsic value
EUR 16.85
Time value
EUR 4.66
Break even
EUR 2,961.17
Moneyness
1.20
Historic volatility 30 days
19.37%
Historic volatility 250 days
32.49%
Omega
2.7907
Delta
-0.7218
Gamma
0.0000
Vega
0.2673
Theta
-0.0065
Rho
-0.6817
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