Warrant Call Allianz 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.

BidEUR 0.210
Nov 30, 2021 12:11:31.273 UTC
Ask-
Sep 29, 2021 18:00:01.423 UTC
chg. 1D+0.020 (+10.53%)
Nov 30, 2021 12:11:31.273 UTC
Underlying price (indicative) 191.69 (-1.19%)
Nov 30, 2021 12:34:51.000 UTC
StrikeEUR 220.00 Cap- Leverage46.75

Name
Warrant - Allianz SE
ISIN / WKN
AT0000A2SE15 / RC04CZ
Underlying
Underlying price (indicative)
EUR 191.69 (-1.19%)
Nov 30, 2021 12:34:51.000
Strike
EUR 220.00
Cap
unlimited
Type of exercise
American
Tradeable unit/nominal value
1 unit
Multiplier
0.1
Product currency
EUR
Implied volatility
27.40%
Listing
Vienna, Frankfurt, Stuttgart
About the term

Initial valuation date
Jul 16, 2021
Issue date
Jul 19, 2021
Final valuation date
Jun 17, 2022
Maturity date
Jun 22, 2022

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
2.64 EUR
Spread homogenised
-
Spread (in %)
-
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
17.02%
Agio p.a. in %
30.27%
Leverage
46.75
Instrinsic value
EUR 0.00
Time value
EUR 0.31
Break even
EUR 223.10
Moneyness
0.87
Historic volatility 30 days
17.70%
Historic volatility 250 days
18.29%
Omega
10.9942
Delta
0.1780
Gamma
0.0008
Vega
0.0360
Theta
-0.0016
Rho
0.0135
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

 

 - 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 51520-200
E: produkte(at)rcb.at