Warrant Call Valneva 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.
chg. 1D+0.010 (+5.41%) BidEUR 0.190 AskEUR 0.200 Last updateJul 17, 2018
14:43:11.755
UTC
Underlying price (delayed) 4.04 (+1.13%) StrikeEUR 4.00 Cap- Leverage10.10
Name
Warrant - Valneva SE
ISIN / WKN
AT0000A1VQF9 / RC0L22
Underlying
Underlying price (delayed)
EUR 4.04 (+1.13%)
Jul 17, 2018 15:02:34.000
Strike
EUR 4.00
Cap
unlimited
Type of exercise
American
Tradeable unit/nominal value
1 unit
Multiplier
1:2
Product currency
EUR
Implied volatility
56.23%
Listing
Vienna, Frankfurt, Stuttgart
About the term
Initial valuation date
May 05, 2017
Issue date
May 08, 2017
Final valuation date
Sep 21, 2018
maturity date
Sep 25, 2018
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
0.20 EUR
Spread homogenised
0.02
Spread (in %)
5.26%
Underlying currency
EUR
Settlement method
Cash settlement
Taxation
Capital Gains Tax / no Foreign Capital Gains Tax
Public offer in
Austria, Germany, Italy, Hungary, Poland, Czech Republic, Slovakia, Croatia, Romania, Slovenia
Agio
-
Agio p.a. in %
-
Leverage
10.10
Instrinsic value
EUR 0.02
Time value
EUR 0.18
Break even
EUR 4.39
Moneyness
1.01
Historic volatility 30 days
35.25%
Historic volatility 250 days
27.98%
Omega
5.8319
Delta
0.5630
Gamma
0.2111
Vega
0.0034
Theta
-0.0014
Rho
0.0017
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 und Eastern Europe9:15 am - 4:50 pm
  
Products on other international underlyings and comm.
(incl. Germany and Switzerland)
9:00 am - 8:00 pm
INFORMATION

Monday - Friday
8:00 am to 5:30 pm


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