Warrant Put Verbund AG Effective as of 1 December 2022, Raiffeisen Centrobank AG has transferred its certificates business to Raiffeisen Bank International AG including (i) all associated rights and obligations, and (ii) the legal position as issuer of (a) existing securities, i.e. outstanding securities issued by Raiffeisen Centrobank AG, and (b) new securities to be issued. Therefore, as of 1 December 2022, Raiffeisen Bank International AG constitutes the issuer of and the debtor under the securities referred to on this web page (including all securities issued prior to such date). The information below is provided solely for (i) current investors and (ii) investors intending to trade the securities directly on a third-party trading venue. The information does not constitute a recommendation or an offer to buy or an invitation to make a respective offer in relation to these securities.

BidEUR 1.500
Dec 07, 2022 10:05:40.095 UTC
AskEUR 1.530
Dec 07, 2022 10:05:40.095 UTC
chg. 1D+0.020 (+1.34%)
Dec 07, 2022 10:05:40.095 UTC
Underlying price (indicative) 85.22 (-0.38%)
Dec 07, 2022 10:09:58.000 UTC
StrikeEUR 88.00 Cap- Leverage5.57

Name
Warrant - Verbund AG
ISIN / WKN
AT0000A2WYM5 / RC057G
Underlying
Underlying price (indicative)
EUR 85.22 (-0.38%)
Dec 07, 2022 10:09:58.000
Strike
EUR 88.00
Cap
unlimited
Type of exercise
American
Tradeable unit/nominal value
1 unit
Multiplier
0.1
Product currency
EUR
Implied volatility
46.58%
Listing
Vienna, Frankfurt, Stuttgart
About the term

Initial valuation date
Mar 30, 2022
Issue date
Mar 31, 2022
Final valuation date
Sep 15, 2023
Maturity date
Sep 20, 2023

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
1.99 EUR
Spread homogenised
0.30
Spread (in %)
2.00%
Underlying currency
EUR
Settlement method
Cash settlement
Taxation
Capital Gains Tax / no Foreign Capital Gains Tax
Agio
14.92%
Agio p.a. in %
19.09%
Leverage
5.57
Instrinsic value
EUR 0.26
Time value
EUR 1.26
Break even
EUR 72.85
Moneyness
1.03
Historic volatility 30 days
40.65%
Historic volatility 250 days
46.16%
Omega
2.5120
Delta
-0.4454
Gamma
0.0011
Vega
0.0294
Theta
-0.0024
Rho
-0.0363
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: +431717075454
E: info(at)raiffeisencertificates.com