UniCredit Put 45 PUB 13.12.2023/  DE000HB847F4  /

Frankfurt Zert./HVB
8/12/2022  9:54:58 PM Chg.-0.010 Bid8/12/2022 Ask8/12/2022 Underlying Strike price Expiration date Option type
0.530EUR -1.85% 0.530
Bid Size: 10,000
0.560
Ask Size: 10,000
Publicis Groupe SA 45.00 - 12/13/2023 Put

Master data

WKN: HB847F
Issuer: UniCredit
Currency: EUR
Underlying: Publicis Groupe SA
Type: Warrant
Option type: Put
Strike price: 45.00 -
Maturity: 12/13/2023
Issue date: 7/1/2022
Last trading day: 12/12/2023
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -8.61
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.30
Parity: -0.58
Time value: 0.59
Break-even: 39.10
Moneyness: 0.89
Premium: 0.23
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 5.08%
Delta: -0.36
Theta: -0.01
Omega: -3.07
Rho: -0.32
 

Quote data

Open: 0.530
High: 0.550
Low: 0.520
Previous Close: 0.540
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.64%
1 Month
  -36.90%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.600 0.530
1M High / 1M Low: 0.920 0.530
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.562
Avg. volume 1W:   0.000
Avg. price 1M:   0.712
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -