Warrant Put STRABAG 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 0.160
Nov 30, 2022 11:03:16.955 UTC
AskEUR 0.180
Nov 30, 2022 11:03:16.955 UTC
chg. 1D0.000 (0.00%)
Nov 30, 2022 11:03:16.955 UTC
Underlying price (delayed) 39.00 (-0.64%)
Nov 30, 2022 11:03:15.874 UTC
StrikeEUR 33.00 Cap- Leverage21.67

Name
Warrant - STRABAG SE
ISIN / WKN
AT0000A2X1X5 / RC0590
Underlying
Underlying price (delayed)
EUR 39.00 (-0.64%)
Nov 30, 2022 11:03:15.874
Strike
EUR 33.00
Cap
unlimited
Type of exercise
American
Tradeable unit/nominal value
1 unit
Multiplier
0.1
Product currency
EUR
Implied volatility
28.99%
Listing
Vienna, Frankfurt, Stuttgart
About the term

Initial valuation date
Mar 31, 2022
Issue date
Apr 01, 2022
Final valuation date
Sep 15, 2023
Maturity date
Sep 20, 2023

Product classification
Leverage Product without Knock-Out
Security type (Eusipa No.)
Warrant (2100)
Warrant Type
Put without Cap
Underlying
Country / region of underlying
Austria
Suited market expectation
bearish
Issue price
0.42 EUR
Spread homogenised
0.20
Spread (in %)
12.50%
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
20.00%
Agio p.a. in %
24.94%
Leverage
21.67
Instrinsic value
EUR 0.00
Time value
EUR 0.17
Break even
EUR 31.30
Moneyness
0.85
Historic volatility 30 days
9.47%
Historic volatility 250 days
28.40%
Omega
5.7661
Delta
-0.2513
Gamma
0.0032
Vega
0.0108
Theta
-0.0007
Rho
-0.0091
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 51520-200
E: produkte(at)rcb.at