Warrant Put ThyssenKrupp 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 1.100
Dec 06, 2022 18:59:59.109 UTC
AskEUR 1.190
Dec 06, 2022 18:59:59.109 UTC
chg. 1D+0.040 (+3.62%)
Dec 06, 2022 18:59:59.109 UTC
Underlying price (indicative) 5.56 (-0.70%)
Dec 06, 2022 20:59:08.000 UTC
StrikeEUR 5.20 Cap- Leverage4.67

Name
Warrant - ThyssenKrupp AG
ISIN / WKN
AT0000A30JH8 / RC070N
Underlying
Underlying price (indicative)
EUR 5.56 (-0.70%)
Dec 06, 2022 20:59:08.000
Strike
EUR 5.20
Cap
unlimited
Type of exercise
American
Tradeable unit/nominal value
1 unit
Multiplier
1
Product currency
EUR
Implied volatility
51.67%
Listing
Vienna, Frankfurt, Stuttgart
About the term

Initial valuation date
Sep 29, 2022
Issue date
Sep 30, 2022
Final valuation date
Jun 21, 2024
Maturity date
Jun 26, 2024

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
1.83 EUR
Spread homogenised
0.09
Spread (in %)
8.18%
Underlying currency
EUR
Settlement method
Cash settlement
Taxation
Capital Gains Tax / no Foreign Capital Gains Tax
Agio
28.14%
Agio p.a. in %
16.99%
Leverage
4.67
Instrinsic value
EUR 0.00
Time value
EUR 1.14
Break even
EUR 4.06
Moneyness
0.93
Historic volatility 30 days
63.13%
Historic volatility 250 days
54.04%
Omega
1.6279
Delta
-0.3340
Gamma
0.1027
Vega
0.0245
Theta
-0.0011
Rho
-0.0398
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

 

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 - 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

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8:00 am to 5:30 pm

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