UniCredit Put 14 GS7 14.12.2022/  DE000HR8NG11  /

EUWAX
5/23/2022  8:21:33 PM Chg.-0.060 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.280EUR -17.65% -
Bid Size: -
-
Ask Size: -
GSK PLC L... 14.00 GBP 12/14/2022 Put

Master data

WKN: HR8NG1
Issuer: UniCredit
Currency: EUR
Underlying: GSK PLC LS-,25
Type: Warrant
Option type: Put
Strike price: 14.00 GBP
Maturity: 12/14/2022
Issue date: 7/19/2021
Last trading day: 12/13/2022
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -47.74
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.26
Parity: -7.01
Time value: 0.44
Break-even: 13.56
Moneyness: 0.67
Premium: 0.35
Premium p.a.: 0.72
Spread abs.: 0.12
Spread %: 27.27%
Delta: -0.22
Theta: -0.01
Omega: -10.58
Rho: -0.03
 

Quote data

Open: 0.310
High: 0.310
Low: 0.280
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -22.22%
3 Months
  -73.33%
YTD
  -63.64%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.350 0.280
1M High / 1M Low: 0.460 0.280
6M High / 6M Low: 1.350 0.280
High (YTD): 3/7/2022 1.350
Low (YTD): 5/23/2022 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   0.322
Avg. volume 1W:   0.000
Avg. price 1M:   0.341
Avg. volume 1M:   0.000
Avg. price 6M:   0.689
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   190.07%
Volatility 6M:   142.99%
Volatility 1Y:   -
Volatility 3Y:   -