UniCredit Put 45 PUB 13.12.2023/  DE000HB847F4  /

Frankfurt Zert./HVB
12/1/2022  3:46:43 PM Chg.0.000 Bid12/1/2022 Ask12/1/2022 Underlying Strike price Expiration date Option type
0.250EUR 0.00% 0.250
Bid Size: 125,000
0.260
Ask Size: 125,000
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: -22.29
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.82
Historic volatility: 0.32
Parity: -1.74
Time value: 0.28
Break-even: 42.20
Moneyness: 0.72
Premium: 0.32
Premium p.a.: 0.31
Spread abs.: 0.03
Spread %: 10.71%
Delta: -0.03
Theta: 0.01
Omega: -0.59
Rho: -0.05
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.70%
1 Month
  -30.56%
3 Months
  -58.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.250 0.230
1M High / 1M Low: 0.380 0.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.244
Avg. volume 1W:   0.000
Avg. price 1M:   0.279
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -