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+0.002 (+2.70%) BidEUR 0.066 AskEUR 0.086 Last updateAug 13, 2020
12:04:21.482
UTC
Underlying price (delayed) 51.30 (-0.47%) StrikeEUR 40.00 Cap- Leverage59.65

Name
Warrant - BASF SE
ISIN / WKN
AT0000A2GMS0 / RC0YW7
Underlying
Underlying price (delayed)
EUR 51.30 (-0.47%)
Aug 13, 2020 11:55:14.070
Strike
EUR 40.00
Cap
unlimited
Type of exercise
American
Tradeable unit/nominal value
1 unit
Multiplier
0.1
Product currency
EUR
Implied volatility
41.07%
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
0.20
Spread (in %)
30.30%
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
23.75%
Agio p.a. in %
67.69%
Leverage
59.65
Instrinsic value
EUR 0.00
Time value
EUR 0.08
Break even
EUR 39.24
Moneyness
0.78
Historic volatility 30 days
33.40%
Historic volatility 250 days
38.85%
Omega
7.9258
Delta
-0.1174
Gamma
0.0016
Vega
0.0060
Theta
-0.0009
Rho
-0.0024
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
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Products on underlyings of CEE, Eastern Europe and Turkey

 

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Products on other international underlyings and commodities
(incl. Germany and Switzerland)
9:00 am - 8:00 pm
INFORMATION

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8:00 am to 5:30 pm


T: +43151520484
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