Warrant Call Andritz 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 0.500
Nov 26, 2021 16:30:02.262 UTC
AskEUR 0.510
Nov 26, 2021 16:30:02.262 UTC
chg. 1D-0.090 (-15.13%)
Nov 26, 2021 16:30:02.262 UTC
Underlying price (indicative) 42.68 (-4.30%)
Nov 26, 2021 20:44:07.000 UTC
StrikeEUR 43.00 Cap- Leverage8.37

Name
Warrant - Andritz AG
ISIN / WKN
AT0000A2T1M4 / RC04QR
Underlying
Underlying price (indicative)
EUR 42.68 (-4.30%)
Nov 26, 2021 20:44:07.000
Strike
EUR 43.00
Cap
unlimited
Type of exercise
American
Tradeable unit/nominal value
1 unit
Multiplier
0.1
Product currency
EUR
Implied volatility
28.28%
Listing
Vienna, Frankfurt, Stuttgart
About the term

Initial valuation date
Sep 17, 2021
Issue date
Sep 20, 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
0.89 EUR
Spread homogenised
0.10
Spread (in %)
2.00%
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
11.60%
Agio p.a. in %
8.71%
Leverage
8.37
Instrinsic value
EUR 0.01
Time value
EUR 0.50
Break even
EUR 48.05
Moneyness
1.00
Historic volatility 30 days
32.45%
Historic volatility 250 days
23.32%
Omega
4.5671
Delta
0.5351
Gamma
0.0029
Vega
0.0191
Theta
-0.0005
Rho
0.0194
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