Warrant Put Vienna Insurance Group 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. 1D0.001 (+1.09%) BidEUR 0.085 AskEUR 0.100 Last updateJan 27, 2021
16:29:57.487
UTC
Underlying price (delayed) 21.05 (-0.94%) StrikeEUR 17.00 Cap- Leverage21.05

Name
Warrant - Vienna Insurance Group
ISIN / WKN
AT0000A2LAB1 / RC00FC
Underlying price (delayed)
EUR 21.05 (-0.94%)
Jan 27, 2021 16:35:22.000
Strike
EUR 17.00
Cap
unlimited
Type of exercise
American
Tradeable unit/nominal value
1 unit
Multiplier
0.1
Product currency
EUR
Implied volatility
27.52%
Listing
Vienna, Frankfurt, Stuttgart
About the term

Initial valuation date
Nov 20, 2020
Issue date
Nov 23, 2020
Final valuation date
Mar 18, 2022
Maturity date
Mar 23, 2022

Product classification
Leverage Product without Knock-Out
Security type (Eusipa No.)
Warrant (2100)
Warrant Type
Put without Cap
Country / region of underlying
Austria
Suited market expectation
bearish
Issue price
0.16 EUR
Spread homogenised
0.15
Spread (in %)
17.65%
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
23.99%
Agio p.a. in %
20.57%
Leverage
21.05
Instrinsic value
EUR 0.00
Time value
EUR 0.09
Break even
EUR 16.08
Moneyness
0.81
Historic volatility 30 days
15.77%
Historic volatility 250 days
39.04%
Omega
5.2018
Delta
-0.2286
Gamma
0.0050
Vega
0.0066
Theta
-0.0003
Rho
-0.0065
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