Warrant Call ams AG 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 0.260
Dec 08, 2021 16:20:00.259 UTC
AskEUR 0.280
Dec 08, 2021 16:20:00.259 UTC
chg. 1D-0.020 (-6.90%)
Dec 08, 2021 16:20:00.259 UTC
Underlying price (indicative) 16.11 (-1.06%)
Dec 08, 2021 20:59:59.000 UTC
StrikeEUR 18.00 Cap- Leverage5.75

Name
Warrant - ams AG
ISIN / WKN
AT0000A2SV55 / RC04N3
Underlying
Underlying price (indicative)
EUR 16.11 (-1.06%)
Dec 08, 2021 20:59:59.000
Strike
EUR 18.00
Cap
unlimited
Type of exercise
American
Tradeable unit/nominal value
1 unit
Multiplier
0.1
Product currency
EUR
Implied volatility
49.62%
Listing
Vienna, Frankfurt, Stuttgart
About the term

Initial valuation date
Sep 13, 2021
Issue date
Sep 14, 2021
Final valuation date
Mar 17, 2023
Maturity date
Mar 22, 2023

Product classification
Leverage Product without Knock-Out
Security type (Eusipa No.)
Warrant (2100)
Warrant Type
Call without Cap
Underlying
Country / region of underlying
Austria
Suited market expectation
bullish
Issue price
0.38 EUR
Spread homogenised
0.20
Spread (in %)
7.69%
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
30.41%
Agio p.a. in %
22.76%
Leverage
5.75
Instrinsic value
EUR 0.00
Time value
EUR 0.27
Break even
EUR 20.70
Moneyness
0.89
Historic volatility 30 days
40.42%
Historic volatility 250 days
55.22%
Omega
3.0707
Delta
0.5198
Gamma
0.0046
Vega
0.0072
Theta
-0.0004
Rho
0.0071
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