Warrant Put Bank Pekao SA

BidPLN 0.520
May 17, 2024 15:05:16.086 UTC
AskPLN 0.570
May 17, 2024 15:05:16.086 UTC
chg. 1D+0.060 (+12.37%)
May 17, 2024 15:05:16.086 UTC
Underlying price (delayed) 161.70 (-1.49%)
May 17, 2024 15:55:40.259 UTC
StrikePLN 150.00 Cap- Leverage28.37

Name
Warrant - Bank Pekao SA
ISIN / WKN
AT0000A3BC23 / RC1DFC
WSE Ticker
RBIWP0924PEO4
Underlying
Underlying price (delayed)
PLN 161.70 (-1.49%)
May 17, 2024 15:55:40.259
Strike
PLN 150.00
Cap
unlimited
Type of exercise
American
Tradeable unit/nominal value
1 unit
Multiplier
0.1
Product currency
PLN
Implied volatility
29.00%
Listing
Warsaw
About the term

Initial valuation date
Mar 11, 2024
Issue date
Mar 12, 2024
Final valuation date
Sep 20, 2024
Maturity date
Sep 25, 2024

Product classification
Leverage Product without Knock-Out
Security type (Eusipa No.)
Warrant (2100)
Warrant Type
Put without Cap
Underlying
Country / region of underlying
Poland
Suited market expectation
bearish
Issue price
1.18 PLN
Spread homogenised
0.50
Spread (in %)
9.62%
Underlying currency
PLN
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, Liechtenstein, Romania, Slovenia
Agio
10.76%
Agio p.a. in %
30.72%
Leverage
28.37
Instrinsic value
PLN 0.00
Time value
PLN 0.54
Break even
PLN 144.55
Moneyness
0.93
Historic volatility 30 days
38.00%
Historic volatility 250 days
33.27%
Omega
8.7433
Delta
-0.2947
Gamma
0.0013
Vega
0.0328
Theta
-0.0036
Rho
-0.0183
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

 

- Turkey, Czech Republic9:00 - 4:00 pm

- Poland, Hungary, Romania, CEE and Eastern Europe

9:15 - 4:50 pm

Products on other international underlyings and commodities
(incl. Germany and Switzerland)

9:00 - 8:00 pm
INFORMATION

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