Warrant Call Lenzing 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 1.520
Sep 23, 2022 15:29:59.711 UTC
AskEUR 1.550
Sep 23, 2022 15:29:59.711 UTC
chg. 1D+0.060 (+4.07%)
Sep 23, 2022 15:29:59.711 UTC
Underlying price (indicative) 62.25 (-0.95%)
Sep 23, 2022 19:59:55.000 UTC
StrikeEUR 50.00 Cap- Leverage4.02

Name
Warrant - Lenzing AG
ISIN / WKN
AT0000A307D5 / RC07RK
Underlying
Underlying price (indicative)
EUR 62.25 (-0.95%)
Sep 23, 2022 19:59:55.000
Strike
EUR 50.00
Cap
unlimited
Type of exercise
American
Tradeable unit/nominal value
1 unit
Multiplier
0.1
Product currency
EUR
Implied volatility
51.91%
Listing
Vienna, Frankfurt, Stuttgart
About the term

Initial valuation date
Sep 21, 2022
Issue date
Sep 22, 2022
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
1.39 EUR
Spread homogenised
0.30
Spread (in %)
1.97%
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
5.48%
Agio p.a. in %
11.04%
Leverage
4.02
Instrinsic value
EUR 1.21
Time value
EUR 0.32
Break even
EUR 65.35
Moneyness
1.24
Historic volatility 30 days
79.16%
Historic volatility 250 days
42.77%
Omega
3.1934
Delta
0.7894
Gamma
0.0013
Vega
0.0123
Theta
-0.0019
Rho
0.0160
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