UniCredit Put 13 GSK 14.12.2022/  DE000HB154C2  /

Frankfurt Zert./HVB
6/24/2022  9:54:50 PM Chg.-0.030 Bid6/24/2022 Ask6/24/2022 Underlying Strike price Expiration date Option type
0.190EUR -13.64% 0.190
Bid Size: 12,000
0.310
Ask Size: 12,000
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: -66.52
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.27
Parity: -5.50
Time value: 0.31
Break-even: 14.81
Moneyness: 0.73
Premium: 0.28
Premium p.a.: 0.69
Spread abs.: 0.12
Spread %: 38.71%
Delta: -0.25
Theta: -0.01
Omega: -16.48
Rho: -0.03
 

Quote data

Open: 0.200
High: 0.210
Low: 0.190
Previous Close: 0.220
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -26.92%
1 Month
  -13.64%
3 Months
  -44.12%
YTD
  -61.22%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.270 0.190
1M High / 1M Low: 0.270 0.090
6M High / 6M Low: 0.820 0.090
High (YTD): 3/7/2022 0.820
Low (YTD): 6/3/2022 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.213
Avg. volume 1M:   0.000
Avg. price 6M:   0.357
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   590.34%
Volatility 6M:   286.35%
Volatility 1Y:   -
Volatility 3Y:   -