Warrant Call ATX® 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 price2.55 EUR Redemption price0.00 EUR Issue dateAug 23, 2019 Maturity dateMar 24, 2021
Name
Call ATX®
ISIN / WKN
AT0000A29ND1 / RC0VBN
Underlying
Capital protection amount
-
Participation factor
-
Cap
unlimited
Coupon p.a. in %
-
Underlying price
EUR 3,535.79 (+0.35%)
Mar 28, 2024 16:41:42.000
Starting value
EUR 2,929.77
Strike
EUR 3,000.00
Denomination / nominal
1 unit
About the term
Initial valuation date
Aug 22, 2019
Issue date
Aug 23, 2019
Final valuation date
Mar 19, 2021
Maturity date
Mar 24, 2021
Product classification
Leverage Product without Knock-Out
Security type (eusipa Nr.)
Warrant (2100)
Warrant Type
Call without Cap
Underlying
Country / region of underlying
Austria
Suited market expectation
bullish
Issue price
2.55 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
8.71%
Historic volatility 250 days
12.00%
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.