Warrant Call Agrana Beteiligungs AG 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.
Change+0.009 (+10.00%) BidEUR 0.088 AskEUR 0.110 Last updateJun 05, 2020
15:29:56.012
UTC
Underlying price 17.62 (0.00%) StrikeEUR 21.00 Cap- Leverage16.02
Name
Warrant - Agrana Beteiligungs AG
ISIN / WKN
AT0000A2AL99 / RC0VXP
Underlying price
EUR 17.62 (0.00%)
Jun 05, 2020 15:30:00.000
Strike
EUR 21.00
Cap
unlimited
Type of exercise
American
Denomination / nominal
1 unit
Multiplier
1:10
Product currency
EUR
Implied volatility
36.98%
Listing
Vienna, Frankfurt, Stuttgart
About the term
Initial valuation date
Sep 25, 2019
Issue date
Sep 26, 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
Country / region of underlying
Austria
Suited market expectation
bullish
Issue price
0.13 EUR
Spread homogenised
0.22
Spread in %
25.00%
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 %
22.37%
Agio p.a. in %
27.67%
Leverage
16.02
Intrinsic Value
EUR 0.00
Time value
EUR 0.10
Break even
EUR 21.99
Moneyness
0.86
Historic volatility 30 days
16.50%
Historic volatility 250 days
26.77%
Omega
5.7934
Delta
0.3176
Gamma
0.0064
Vega
0.0056
Theta
-0.0003
Rho
0.0031
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.