UniCredit Put 13 GSK 14.12.2022/  DE000HB154C2  /

Frankfurt Zert./HVB
5/25/2022  9:54:49 PM Chg.+0.010 Bid5/25/2022 Ask5/25/2022 Underlying Strike price Expiration date Option type
0.190EUR +5.56% -
Bid Size: -
-
Ask Size: -
Gsk PLC ORD 25P 13.00 GBP 12/14/2022 Put

Master data

WKN: HB154C
Issuer: UniCredit
Currency: EUR
Underlying: Gsk PLC ORD 25P
Type: Warrant
Option type: Put
Strike price: 13.00 GBP
Maturity: 12/14/2022
Issue date: 11/15/2021
Last trading day: 12/13/2022
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -69.80
Leverage: Yes

Calculated values

Fair value: 1.39
Intrinsic value: 0.00
Implied volatility: 0.08
Historic volatility: 0.26
Parity: -5.76
Time value: 0.30
Break-even: 14.88
Moneyness: 0.72
Premium: 0.29
Premium p.a.: 0.58
Spread abs.: 0.12
Spread %: 40.00%
Delta: -0.35
Theta: -0.01
Omega: -24.74
Rho: -0.04
 

Quote data

Open: 0.170
High: 0.200
Low: 0.170
Previous Close: 0.180
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -20.83%
1 Month
  -20.83%
3 Months
  -62.00%
YTD
  -61.22%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.240 0.180
1M High / 1M Low: 0.290 0.150
6M High / 6M Low: 0.820 0.150
High (YTD): 3/7/2022 0.820
Low (YTD): 5/2/2022 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.204
Avg. volume 1W:   0.000
Avg. price 1M:   0.218
Avg. volume 1M:   0.000
Avg. price 6M:   0.421
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   255.84%
Volatility 6M:   176.94%
Volatility 1Y:   -
Volatility 3Y:   -