Warrant Put ATX® 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 1.070
Aug 03, 2021 15:30:00.288 UTC
AskEUR 1.120
Aug 03, 2021 15:30:00.288 UTC
chg. 1D+0.020 (+1.86%)
Aug 03, 2021 15:30:00.288 UTC
Underlying price (indicative) 3,526.59 (+0.38%)
Aug 04, 2021 06:34:24.000 UTC
StrikeEUR 3,000.00 Cap- Leverage31.49

Name
Warrant - ATX®
ISIN / WKN
AT0000A2PX64 / RC0227
Underlying
Underlying price (indicative)
EUR 3,526.59 (+0.38%)
Aug 04, 2021 06:34:24.000
Strike
EUR 3,000.00
Cap
unlimited
Type of exercise
European
Tradeable unit/nominal value
1 unit
Multiplier
0.01
Product currency
EUR
Implied volatility
29.55%
Listing
Vienna, Frankfurt, Stuttgart
About the term

Initial valuation date
Feb 12, 2021
Issue date
Feb 15, 2021
Final valuation date
Mar 18, 2022
Maturity date
Mar 23, 2022

Product classification
Leverage Product without Knock-Out
Security type (Eusipa No.)
Warrant (2100)
Warrant Type
Put without Cap
Underlying
Country / region of underlying
Austria
Suited market expectation
bearish
Issue price
4.51 EUR
Spread homogenised
5.00
Spread (in %)
4.67%
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
17.71%
Agio p.a. in %
28.49%
Leverage
31.49
Instrinsic value
EUR 0.00
Time value
EUR 1.10
Break even
EUR 2,890.50
Moneyness
0.85
Historic volatility 30 days
16.32%
Historic volatility 250 days
18.10%
Omega
6.8153
Delta
-0.2126
Gamma
0.0000
Vega
0.0802
Theta
-0.0052
Rho
-0.0620
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 51520-200
E: produkte(at)rcb.at