UniCredit Put 45 PUB 13.12.2023
/ DE000HB847F4
UniCredit Put 45 PUB 13.12.2023/ DE000HB847F4 /
| 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: |
|
- |