Warrant Put BASF 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-0.018 (-18.59%) BidEUR 0.062 AskEUR 0.100 Last updateAug 11, 2020
16:36:03.328
UTC
Underlying price (delayed) 50.76 (+3.46%) StrikeEUR 40.00 Cap- Leverage50.76

Name
Warrant - BASF SE
ISIN / WKN
AT0000A2GMS0 / RC0YW7
Underlying
Underlying price (delayed)
EUR 50.76 (+3.46%)
Aug 11, 2020 16:11:17.180
Strike
EUR 40.00
Cap
unlimited
Type of exercise
American
Tradeable unit/nominal value
1 unit
Multiplier
0.1
Product currency
EUR
Implied volatility
41.60%
Listing
Vienna, Frankfurt, Stuttgart
About the term

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

Product classification
Leverage Product without Knock-Out
Security type (Eusipa No.)
Warrant (2100)
Warrant Type
Put without Cap
Underlying
Country / region of underlying
Germany
Suited market expectation
bearish
Issue price
0.29 EUR
Spread homogenised
0.38
Spread (in %)
61.29%
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
22.94%
Agio p.a. in %
64.34%
Leverage
50.76
Instrinsic value
EUR 0.00
Time value
EUR 0.08
Break even
EUR 39.19
Moneyness
0.79
Historic volatility 30 days
34.33%
Historic volatility 250 days
38.81%
Omega
7.9187
Delta
-0.1267
Gamma
0.0018
Vega
0.0062
Theta
-0.0009
Rho
-0.0025
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: +431 513 43 96
E: produkte(at)rcb.at