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 0.150
Nov 26, 2021 16:20:00.421 UTC
AskEUR 0.170
Nov 26, 2021 16:20:00.421 UTC
chg. 1D-0.020 (-11.11%)
Nov 26, 2021 16:20:00.421 UTC
Underlying price (indicative) 15.53 (-2.54%)
Nov 26, 2021 20:58:00.000 UTC
StrikeEUR 22.00 Cap- Leverage9.14

Name
Warrant - ams AG
ISIN / WKN
AT0000A2SV71 / RC04N5
Underlying
Underlying price (indicative)
EUR 15.53 (-2.54%)
Nov 26, 2021 20:58:00.000
Strike
EUR 22.00
Cap
unlimited
Type of exercise
American
Tradeable unit/nominal value
1 unit
Multiplier
0.1
Product currency
EUR
Implied volatility
49.04%
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
0.27 EUR
Spread homogenised
0.20
Spread (in %)
13.33%
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
51.20%
Agio p.a. in %
36.95%
Leverage
9.14
Instrinsic value
EUR 0.00
Time value
EUR 0.16
Break even
EUR 23.60
Moneyness
0.71
Historic volatility 30 days
39.20%
Historic volatility 250 days
55.09%
Omega
3.5457
Delta
0.3619
Gamma
0.0044
Vega
0.0067
Theta
-0.0003
Rho
0.0053
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