UniCredit Put 11 GSK 15.06.2022/  DE000HR6A422  /

EUWAX
1/18/2022  8:53:16 PM Chg.-0.003 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.035EUR -7.89% -
Bid Size: -
-
Ask Size: -
Glaxosmithkline PLC ... 11.00 GBP 6/15/2022 Put

Master data

WKN: HR6A42
Issuer: UniCredit
Currency: EUR
Underlying: Glaxosmithkline PLC ORD 25P
Type: Warrant
Option type: Put
Strike price: 11.00 GBP
Maturity: 6/15/2022
Issue date: 3/15/2021
Last trading day: 6/14/2022
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -536.84
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.21
Parity: -7.24
Time value: 0.04
Break-even: 13.12
Moneyness: 0.65
Premium: 0.36
Premium p.a.: 1.12
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.04
Theta: 0.00
Omega: -19.80
Rho: 0.00
 

Quote data

Open: 0.041
High: 0.046
Low: 0.035
Previous Close: 0.038
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.89%
1 Month
  -49.28%
3 Months
  -82.50%
YTD
  -38.60%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.038 0.035
1M High / 1M Low: 0.076 0.035
6M High / 6M Low: 0.280 0.035
High (YTD): 1/6/2022 0.062
Low (YTD): 1/18/2022 0.035
52W High: - -
52W Low: - -
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.054
Avg. volume 1M:   0.000
Avg. price 6M:   0.144
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.94%
Volatility 6M:   164.32%
Volatility 1Y:   -
Volatility 3Y:   -