Warrant Call Frequentis AG

BidEUR 0.030
Mar 28, 2024 08:20:24.712 UTC
AskEUR 0.050
Mar 28, 2024 08:20:24.712 UTC
chg. 1D0.000 (0.00%)
Mar 28, 2024 08:20:24.712 UTC
Underlying price (delayed) 26.80 (0.00%)
Mar 28, 2024 08:04:18.387 UTC
StrikeEUR 34.00 Cap- Leverage53.60

Name
Warrant - Frequentis AG
ISIN / WKN
AT0000A33JM2 / RC083M
Underlying
Underlying price (delayed)
EUR 26.80 (0.00%)
Mar 28, 2024 08:04:18.387
Strike
EUR 34.00
Cap
unlimited
Type of exercise
American
Tradeable unit/nominal value
1 unit
Multiplier
0.1
Product currency
EUR
Implied volatility
31.57%
Listing
Vienna, Stuttgart
About the term

Initial valuation date
Mar 29, 2023
Issue date
Mar 30, 2023
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
Call without Cap
Underlying
Country / region of underlying
Austria
Suited market expectation
bullish
Issue price
0.40 EUR
Spread homogenised
0.20
Spread (in %)
66.67%
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
28.73%
Agio p.a. in %
58.81%
Leverage
53.60
Instrinsic value
EUR 0.00
Time value
EUR 0.04
Break even
EUR 34.40
Moneyness
0.79
Historic volatility 30 days
27.30%
Historic volatility 250 days
26.09%
Omega
10.2670
Delta
0.1532
Gamma
0.0043
Vega
0.0044
Theta
-0.0004
Rho
0.0018
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

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Products on underlyings of CEE, Eastern Europe and Turkey

 

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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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T: +431717075454
E: info(at)raiffeisencertificates.com