Warrant Call Allianz SE 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.
Issue price0.68 EUR Redemption price0.00 EUR Issue dateMar 06, 2020 Maturity dateDec 23, 2020
Name
Call Allianz SE
ISIN / WKN
AT0000A2DFZ6 / RC0W4P
Underlying
Capital protection amount
-
Participation factor
-
Cap
unlimited
Coupon p.a. in %
0.00%
Underlying price
EUR 277.78 (+0.06%)
Mar 28, 2024 16:16:50.272
Starting value
EUR 195.00
Strike
EUR 210.00
Denomination / nominal
1 unit
About the term
Initial valuation date
Mar 05, 2020
Issue date
Mar 06, 2020
Final valuation date
Dec 18, 2020
Maturity date
Dec 23, 2020
Product classification
Leverage Product without Knock-Out
Security type (eusipa Nr.)
Warrant (2100)
Warrant Type
Call without Cap
Underlying
Country / region of underlying
Germany
Suited market expectation
bullish
Issue price
0.68 EUR
Spread homogenised
-
Spread in %
-
Underlying currency
EUR
Settlement method
Cash settlement
Tax treatment
Capital Gains Tax / No EU Withholding Tax
Public offer in
Austria, Germany, Italy, Hungary, Poland, Czech Republic, Slovakia, Bulgaria, Croatia, Romania, Slovenia
Agio in %
-
Agio p.a. in %
-
Leverage
-
Intrinsic Value
-
Time value
-
Break even
-
Moneyness
-
Historic volatility 30 days
16.70%
Historic volatility 250 days
16.11%
Omega
-
Delta
-
Gamma
-
Vega
-
Theta
-
Rho
-
Comments

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.