Warrant Call Volkswagen AG Vorzüge 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+0.020 (+1.02%) BidEUR 1.930 AskEUR 2.050 Last updateAug 13, 2020
11:10:48.337
UTC
Underlying price (delayed) 140.76 (-0.21%) StrikeEUR 130.00 Cap- Leverage6.87

Name
Warrant - Volkswagen AG Vorzüge
ISIN / WKN
AT0000A2GMK7 / RC0YW0
Underlying price (delayed)
EUR 140.76 (-0.21%)
Aug 13, 2020 11:07:14.844
Strike
EUR 130.00
Cap
unlimited
Type of exercise
American
Tradeable unit/nominal value
1 unit
Multiplier
0.1
Product currency
EUR
Implied volatility
34.74%
Listing
Vienna, Frankfurt, Stuttgart
About the term

Initial valuation date
May 26, 2020
Issue date
May 27, 2020
Final valuation date
Jun 18, 2021
Maturity date
Jun 23, 2021

Product classification
Leverage Product without Knock-Out
Security type (Eusipa No.)
Warrant (2100)
Warrant Type
Call without Cap
Country / region of underlying
Germany
Suited market expectation
bullish
Issue price
2.20 EUR
Spread homogenised
1.20
Spread (in %)
6.22%
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
7.10%
Agio p.a. in %
7.88%
Leverage
6.87
Instrinsic value
EUR 1.05
Time value
EUR 0.94
Break even
EUR 149.90
Moneyness
1.08
Historic volatility 30 days
40.65%
Historic volatility 250 days
51.87%
Omega
4.3771
Delta
0.6199
Gamma
0.0009
Vega
0.0469
Theta
-0.0019
Rho
0.0414
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: +431 513 43 96
E: produkte(at)rcb.at