BANCO SANTANDER, SA
Otras Comunicaciones #27858 - 22/12/2008 08:20
La entidad comunica los precios de referencia e importes de liquidación de los Warrants sobre diferentes subyacentes con vencimiento el 19/12/08.
PDF Adjunto:
Madrid, 19 de diciembre de 2008
Ref: VENCIMIENTO DE WARRANTS EMITIDOS POR BANCO SANTANDER, S.A.
Según lo establecido en las condiciones finales registradas para la emisión de Warrants.
Muy Sr. Mío:
Por la presente, y de acuerdo con lo estipulado en el Folleto Base de emisión de warrants de
Banco Santander, S.A., registrado en la C.N.M.V., les informamos de los precios de liquidación y
de los importes de liquidación correspondientes a los warrants emitidos por esta entidad con
vencimiento 19 de diciembre de 2008.
El precio de liquidación contra el que se establece el importe de liquidación por diferencias
es, para cada uno de los subyacentes, el que aparece en la tabla adjunta.
Código Precio Importe Precio Tipo de
Bolsa Código ISIN Subyacente Tipo Strike Ratio Liquidación Liquidación Referencia Cambio
62877 ES06139026R1 ABERTIS CALL 21.43 0.2100 13.360 0.0000 CIERRE 1.0000
62878 ES06139026S9 ABERTIS CALL 23.33 0.2100 13.360 0.0000 CIERRE 1.0000
62879 ES06139026T7 ABERTIS PUT 18.57 0.2100 13.360 1.0941 CIERRE 1.0000
62880 ES06139026U5 ABERTIS PUT 19.52 0.2100 13.360 1.2936 CIERRE 1.0000
62882 ES06139026W1 ACCIONA CALL 220.00 0.0200 86.080 0.0000 MEDIO 1.0000
62887 ES06139027B3 ACERINOX CALL 21.50 0.2000 11.620 0.0000 CIERRE 1.0000
62888 ES06139027C1 ACERINOX CALL 24.50 0.2000 11.620 0.0000 CIERRE 1.0000
62889 ES06139027D9 ACERINOX PUT 17.50 0.2000 11.620 1.1760 CIERRE 1.0000
62890 ES06139027E7 ACERINOX PUT 20.50 0.2000 11.620 1.7760 CIERRE 1.0000
62892 ES06139027G2 ACS CALL 43.00 0.1000 32.300 0.0000 MEDIO 1.0000
62999 ES0613902G11 ADIDAS CALL 50.00 0.2000 27.190 0.0000 CIERRE 1.0000
63000 ES0613902G29 ADIDAS PUT 47.00 0.2000 27.190 3.9620 CIERRE 1.0000
63003 ES0613902G52 AEGON CALL 15.00 0.5000 5.000 0.0000 CIERRE 1.0000
63004 ES0613902G60 AEGON PUT 12.00 0.5000 5.000 3.5000 CIERRE 1.0000
63009 ES0613902H10 ALCATEL CALL 9.50 0.5000 1.5690 0.0000 CIERRE 1.0000
63010 ES0613902H28 ALCATEL PUT 8.50 0.5000 1.5690 3.4655 CIERRE 1.0000
63012 ES0613902H44 ALLIANZ CALL 180.00 0.1000 69.990 0.0000 CIERRE 1.0000
63015 ES0613902H77 APPLE CALL 180.00 0.0500 89.940 0.0000 APERTURA 1.3940
63016 ES0613902H85 APPLE PUT 160.00 0.0500 89.940 2.5129 APERTURA 1.3940
63019 ES0613902I19 ARCELOR MITTAL CALL 59.00 0.2000 17.8000 0.0000 CIERRE 1.0000
63020 ES0613902I27 ARCELOR MITTAL PUT 53.00 0.2000 17.8000 7.0400 CIERRE 1.0000
63023 ES0613902I50 AXA CALL 34.00 0.2000 16.580 0.0000 CIERRE 1.0000
63024 ES0613902I68 AXA PUT 29.00 0.2000 16.580 2.4840 CIERRE 1.0000
63031 ES0613902J34 BASF CALL 52.50 0.2000 26.430 0.0000 CIERRE 1.0000
63032 ES0613902J42 BASF PUT 50.00 0.2000 26.430 4.7140 CIERRE 1.0000
63035 ES0613902J75 BAYER CALL 59.00 0.2000 39.900 0.0000 CIERRE 1.0000
63036 ES0613902J83 BAYER PUT 53.00 0.2000 39.900 2.6200 CIERRE 1.0000
62897 ES06139027L2 BBVA CALL 15.00 0.2000 8.660 0.0000 CIERRE 1.0000
62898 ES06139027M0 BBVA CALL 19.50 0.2000 8.660 0.0000 CIERRE 1.0000
62899 ES06139027N8 BBVA PUT 13.00 0.2000 8.660 0.8680 CIERRE 1.0000
62900 ES06139027O6 BBVA PUT 15.00 0.2000 8.660 1.2680 CIERRE 1.0000
63027 ES0613902I92 BNP CALL 83.00 0.1000 30.370 0.0000 CIERRE 1.0000
63028 ES0613902J00 BNP PUT 77.00 0.1000 30.370 4.6630 CIERRE 1.0000
63039 ES0613902K15 CARREFOUR CALL 34.00 0.2000 27.3350 0.0000 CIERRE 1.0000
63040 ES0613902K23 CARREFOUR PUT 29.00 0.2000 27.3350 0.3330 CIERRE 1.0000
63043 ES0613902K56 CISCO SYSTEM CALL 36.00 0.2000 16.6375 0.0000 APERTURA 1.3940
63044 ES0613902K64 CISCO SYSTEM PUT 30.00 0.2000 16.6375 1.9171 APERTURA 1.3940
63047 ES0613902K98 COCA COLA CALL 60.00 0.2000 45.450 0.0000 APERTURA 1.3940
63048 ES0613902L06 COCA COLA PUT 55.00 0.2000 45.450 1.3702 APERTURA 1.3940
63051 ES0613902L30 CREDIT AGRICOLE CALL 27.68 0.2167 7.980 0.0000 CIERRE 1.0000
63052 ES0613902L48 CREDIT AGRICOLE PUT 23.99 0.2167 7.980 3.4694 CIERRE 1.0000
63191 ES0613902Z34 DAX XETRA CALL 8200.00 0.0010 4704.000 0.0000 CIERRE 1.0000
63192 ES0613902Z42 DAX XETRA PUT 7600.00 0.0010 4704.000 2.8960 CIERRE 1.0000
63055 ES0613902L71 DELL CALL 30.50 0.2000 11.470 0.0000 APERTURA 1.3940
63056 ES0613902L89 DELL PUT 26.50 0.2000 11.470 2.1564 APERTURA 1.3940
63059 ES0613902M13 DEUTSCHE BANK CALL 97.00 0.0500 26.700 0.0000 CIERRE 1.0000
63060 ES0613902M21 DEUTSCHE BANK PUT 93.00 0.0500 26.700 3.3150 CIERRE 1.0000
DEUTSCHE
63063 ES0613902M54 TELECOM CALL 15.00 0.5000 10.720 0.0000 CIERRE 1.0000
DEUTSCHE
63064 ES0613902M62 TELECOM PUT 12.00 0.5000 10.720 0.6400 CIERRE 1.0000
63193 ES0613902Z59 DOW JONES INDU CALL 13800.00 0.0010 8606.500 0.0000 APERTURA 1.3940
63194 ES0613902Z67 DOW JONES INDU PUT 13800.00 0.0010 8606.500 3.7256 APERTURA 1.3940
63067 ES0613902M96 EDF CALL 77.00 0.1000 41.640 0.0000 CIERRE 1.0000
63068 ES0613902N04 EDF PUT 73.00 0.1000 41.640 3.1360 CIERRE 1.0000
62903 ES06139027R9 ENAGAS CALL 21.00 0.2000 15.200 0.0000 CIERRE 1.0000
62904 ES06139027S7 ENAGAS PUT 21.00 0.2000 15.200 1.1600 CIERRE 1.0000
63071 ES0613902N38 ENEL CALL 9.00 0.5000 4.4775 0.0000 CIERRE 1.0000
63072 ES0613902N46 ENEL PUT 7.50 0.5000 4.4775 1.5113 CIERRE 1.0000
63075 ES0613902N79 EON CALL 42.67 0.3000 26.760 0.0000 CIERRE 1.0000
63076 ES0613902N87 EON PUT 41.00 0.3000 26.760 4.2720 CIERRE 1.0000
63079 ES0613902O11 ERICSSON CALL 140.00 0.1000 61.000 0.0000 CIERRE 10.8585
63080 ES0613902O29 ERICSSON PUT 132.50 0.1000 61.000 0.6585 CIERRE 10.8585
63203 ES0613902AF5 EUR/JPY PUT 160.00 10.0000 124.740 2.8267 TIPO BCE 124.7400
63204 ES0613902AG3 EUR/JPY PUT 165.00 10.0000 124.740 3.2275 TIPO BCE 124.7400
63209 ES0613902AL3 EUR/USD PUT 1.38000 10.0000 1.3940 0.0000 TIPO BCE 1.3940
63210 ES0613902AM1 EUR/USD PUT 1.40000 10.0000 1.3940 0.0430 TIPO BCE 1.3940
63211 ES0613902AN9 EUR/USD PUT 1.42000 10.0000 1.3940 0.1865 TIPO BCE 1.3940
63212 ES0613902AO7 EUR/USD PUT 1.44000 10.0000 1.3940 0.3300 TIPO BCE 1.3940
63084 ES0613902O60 FRANCE TELECOM CALL 24.00 0.2000 20.2850 0.0000 CIERRE 1.0000
63085 ES0613902O78 FRANCE TELECOM CALL 27.00 0.2000 20.2850 0.0000 CIERRE 1.0000
63086 ES0613902O86 FRANCE TELECOM PUT 26.00 0.2000 20.2850 1.1430 CIERRE 1.0000
62907 ES06139027V1 GAMESA CALL 28.00 0.2000 13.190 0.0000 CIERRE 1.0000
62908 ES06139027W9 GAMESA PUT 28.00 0.2000 13.190 2.9620 CIERRE 1.0000
62913 ES06139028B1 GAS NATURAL CALL 38.50 0.2000 19.370 0.0000 CIERRE 1.0000
62914 ES06139028C9 GAS NATURAL CALL 41.50 0.2000 19.370 0.0000 CIERRE 1.0000
62915 ES06139028D7 GAS NATURAL PUT 36.50 0.2000 19.370 3.4260 CIERRE 1.0000
62916 ES06139028E5 GAS NATURAL PUT 39.50 0.2000 19.370 4.0260 CIERRE 1.0000
63089 ES0613902P10 GOOGLE CALL 620.00 0.0100 310.990 0.0000 APERTURA 1.3940
63090 ES0613902P28 GOOGLE PUT 570.00 0.0100 310.990 1.8580 APERTURA 1.3940
62921 ES06139028J4 IBERDROLA CALL 9.50 0.5000 6.220 0.0000 CIERRE 1.0000
62922 ES06139028K2 IBERDROLA CALL 11.50 0.5000 6.220 0.0000 CIERRE 1.0000
62923 ES06139028L0 IBERDROLA PUT 8.50 0.5000 6.220 1.1400 CIERRE 1.0000
62924 ES06139028M8 IBERDROLA PUT 9.50 0.5000 6.220 1.6400 CIERRE 1.0000
63185 ES0613902Y76 IBEX35 CALL 14800.00 0.0010 9186.900 0.0000 MEDIO 1.0000
63186 ES0613902Y84 IBEX35 CALL 15200.00 0.0010 9186.900 0.0000 MEDIO 1.0000
63187 ES0613902Y92 IBEX35 PUT 13200.00 0.0010 9186.900 4.0131 MEDIO 1.0000
63188 ES0613902Z00 IBEX35 PUT 13700.00 0.0010 9186.900 4.5131 MEDIO 1.0000
62929 ES06139028R7 INDITEX CALL 43.00 0.2000 22.150 0.0000 CIERRE 1.0000
62930 ES06139028S5 INDITEX CALL 49.00 0.2000 22.150 0.0000 CIERRE 1.0000
62931 ES06139028T3 INDITEX PUT 41.00 0.2000 22.150 3.7700 CIERRE 1.0000
62932 ES06139028U1 INDITEX PUT 44.50 0.2000 22.150 4.4700 CIERRE 1.0000
62937 ES06139028Z0 INDRA CALL 18.50 0.2000 15.880 0.0000 CIERRE 1.0000
62938 ES0613902A09 INDRA CALL 21.50 0.2000 15.880 0.0000 CIERRE 1.0000
62939 ES0613902A17 INDRA PUT 17.00 0.2000 15.880 0.2240 CIERRE 1.0000
62940 ES0613902A25 INDRA PUT 19.00 0.2000 15.880 0.6240 CIERRE 1.0000
63093 ES0613902P51 INFINEON CALL 13.00 0.5000 0.660 0.0000 CIERRE 1.0000
63094 ES0613902P69 INFINEON PUT 11.50 0.5000 0.660 5.4200 CIERRE 1.0000
63097 ES0613902P93 ING CALL 35.00 0.2000 7.000 0.0000 CIERRE 1.0000
63098 ES0613902Q01 ING PUT 31.00 0.2000 7.000 4.8000 CIERRE 1.0000
63101 ES0613902Q35 INTEL CALL 28.00 0.2000 14.420 0.0000 APERTURA 1.3940
63102 ES0613902Q43 INTEL PUT 23.00 0.2000 14.420 1.2310 APERTURA 1.3940
63105 ES0613902Q76 KPN CALL 14.00 0.5000 10.5150 0.0000 CIERRE 1.0000
63106 ES0613902Q84 KPN PUT 11.50 0.5000 10.5150 0.4925 CIERRE 1.0000
63109 ES0613902R18 MICROSOFT CALL 34.00 0.2000 19.420 0.0000 APERTURA 1.3940
63110 ES0613902R26 MICROSOFT PUT 28.00 0.2000 19.420 1.2310 APERTURA 1.3940
63113 ES0613902R59 MUNICH RE CALL 140.00 0.1000 106.370 0.0000 CIERRE 1.0000
63114 ES0613902R67 MUNICH RE PUT 130.00 0.1000 106.370 2.3630 CIERRE 1.0000
63195 ES0613902Z75 NASDAQ CALL 2300.00 0.0050 1216.540 0.0000 APERTURA 1.3940
63196 ES0613902Z83 NASDAQ PUT 2300.00 0.0050 1216.540 3.8862 APERTURA 1.3940
63197 ES0613902Z91 NIKKEI225 CALL 18000.00 0.1000 8588.520 0.0000 CIERRE 124.7400
63198 ES0613902AA6 NIKKEI225 PUT 18000.00 0.1000 8588.520 7.5449 CIERRE 124.7400
63118 ES0613902S09 NOKIA CALL 28.00 0.2000 11.410 0.0000 CIERRE 1.0000
63119 ES0613902S17 NOKIA CALL 30.00 0.2000 11.410 0.0000 CIERRE 1.0000
63120 ES0613902S25 NOKIA PUT 26.00 0.2000 11.410 2.9180 CIERRE 1.0000
63123 ES0613902S58 PFIZER CALL 27.50 0.2000 17.350 0.0000 APERTURA 1.3940
63124 ES0613902S66 PFIZER PUT 23.50 0.2000 17.350 0.8824 APERTURA 1.3940
63127 ES0613902S90 PHILIPS CALL 35.50 0.5000 13.6950 0.0000 CIERRE 1.0000
63128 ES0613902T08 PHILIPS PUT 31.50 0.5000 13.6950 8.9025 CIERRE 1.0000
62945 ES0613902A74 POPULAR CALL 13.00 0.5000 6.200 0.0000 CIERRE 1.0000
62946 ES0613902A82 POPULAR CALL 15.00 0.5000 6.200 0.0000 CIERRE 1.0000
62947 ES0613902A90 POPULAR PUT 12.00 0.5000 6.200 2.9000 CIERRE 1.0000
62948 ES0613902B08 POPULAR PUT 14.00 0.5000 6.200 3.9000 CIERRE 1.0000
62951 ES0613902B32 RED ELECTRICA CALL 38.00 0.2000 35.710 0.0000 CIERRE 1.0000
62952 ES0613902B40 RED ELECTRICA PUT 34.00 0.2000 35.710 0.0000 CIERRE 1.0000
63131 ES0613902T32 RENAULT CALL 113.00 0.1000 17.250 0.0000 CIERRE 1.0000
63132 ES0613902T40 RENAULT PUT 106.00 0.1000 17.250 8.8750 CIERRE 1.0000
62957 ES0613902B99 REPSOL CALL 22.50 0.2000 14.990 0.0000 CIERRE 1.0000
62958 ES0613902C07 REPSOL CALL 27.50 0.2000 14.990 0.0000 CIERRE 1.0000
62959 ES0613902C15 REPSOL PUT 20.00 0.2000 14.990 1.0020 CIERRE 1.0000
62960 ES0613902C23 REPSOL PUT 23.50 0.2000 14.990 1.7020 CIERRE 1.0000
63135 ES0613902T73 RWE CALL 94.00 0.1000 60.790 0.0000 CIERRE 1.0000
63136 ES0613902T81 RWE PUT 86.00 0.1000 60.790 2.5210 CIERRE 1.0000
62965 ES0613902C72 SABADELL CALL 8.50 0.5000 5.130 0.0000 CIERRE 1.0000
62966 ES0613902C80 SABADELL PUT 8.50 0.5000 5.130 1.6850 CIERRE 1.0000
63139 ES0613902U13 SANOFI AVENTIS CALL 65.00 0.1000 47.330 0.0000 CIERRE 1.0000
63140 ES0613902U21 SANOFI AVENTIS PUT 62.00 0.1000 47.330 1.4670 CIERRE 1.0000
62971 ES0613902D30 SANTANDER CALL 12.82 0.5363 6.850 0.0000 CIERRE 1.0000
62972 ES0613902D48 SANTANDER CALL 13.99 0.5363 6.850 0.0000 CIERRE 1.0000
62973 ES0613902D55 SANTANDER PUT 10.72 0.5363 6.850 2.0755 CIERRE 1.0000
62974 ES0613902D63 SANTANDER PUT 12.82 0.5363 6.850 3.2017 CIERRE 1.0000
63143 ES0613902U54 SAP CALL 45.00 0.2000 25.100 0.0000 CIERRE 1.0000
63144 ES0613902U62 SAP PUT 40.00 0.2000 25.100 2.9800 CIERRE 1.0000
63147 ES0613902U96 SIEMENS CALL 103.00 0.0500 52.000 0.0000 CIERRE 1.0000
63148 ES0613902V04 SIEMENS PUT 96.00 0.0500 52.000 2.2000 CIERRE 1.0000
63151 ES0613902V38 SOCIETE GENERALE CALL 119.80 0.1068 36.020 0.0000 CIERRE 1.0000
63152 ES0613902V46 SOCIETE GENERALE PUT 115.10 0.1068 36.020 8.4457 CIERRE 1.0000
ST
63155 ES0613902V79 MICROELECTRONICS CALL 13.00 0.5000 4.7620 0.0000 CIERRE 1.0000
ST
63156 ES0613902V87 MICROELECTRONICS PUT 11.00 0.5000 4.7620 3.1190 CIERRE 1.0000
63199 ES0613902AC2 STOXX50E CALL 4500.00 0.0020 2444.140 0.0000 CIERRE 1.0000
62981 ES0613902E39 TELECINCO CALL 20.00 0.2000 7.830 0.0000 CIERRE 1.0000
62982 ES0613902E47 TELECINCO PUT 17.50 0.2000 7.830 1.9340 CIERRE 1.0000
63163 ES0613902W52 TELECOM ITALIA CALL 2.40 1.0000 1.1480 0.0000 CIERRE 1.0000
63164 ES0613902W60 TELECOM ITALIA PUT 1.80 1.0000 1.1480 0.6520 CIERRE 1.0000
62987 ES0613902E96 TELEFONICA CALL 20.00 0.5000 16.100 0.0000 CIERRE 1.0000
62988 ES0613902F04 TELEFONICA CALL 23.00 0.5000 16.100 0.0000 CIERRE 1.0000
62989 ES0613902F12 TELEFONICA PUT 18.50 0.5000 16.100 1.2000 CIERRE 1.0000
62990 ES0613902F20 TELEFONICA PUT 20.00 0.5000 16.100 1.9500 CIERRE 1.0000
63167 ES0613902W94 TOTAL FINA CALL 58.00 0.1000 39.5750 0.0000 CIERRE 1.0000
63168 ES0613902X02 TOTAL FINA PUT 53.00 0.1000 39.5750 1.3425 CIERRE 1.0000
63171 ES0613902X36 UNICREDITO CALL 7.00 0.5000 1.780 0.0000 CIERRE 1.0000
63172 ES0613902X44 UNICREDITO PUT 6.00 0.5000 1.780 2.1100 CIERRE 1.0000
63175 ES0613902X77 UNILEVER CALL 25.00 0.2000 17.720 0.0000 CIERRE 1.0000
63176 ES0613902X85 UNILEVER PUT 20.00 0.2000 17.720 0.4560 CIERRE 1.0000
62993 ES0613902F53 UNION FENOSA CALL 14.33 0.6000 17.780 2.0700 CIERRE 1.0000
62994 ES0613902F61 UNION FENOSA PUT 13.00 0.6000 17.780 0.0000 CIERRE 1.0000
63179 ES0613902Y19 VIVENDI CALL 34.00 0.2000 22.750 0.0000 CIERRE 1.0000
63180 ES0613902Y27 VIVENDI PUT 28.00 0.2000 22.750 1.0500 CIERRE 1.0000
Un atento saludo,
Banco Santander, S.A.
Fuente: CNMV