BNP PARIBAS ARBITRAGE/CALL/S&P 500/5000/0.01/20.12.24 Stock BNP PARIBAS ARBITRAGE/CALL/S&P 500/5000/0.01/20.12.24
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BNP PARIBAS ARBITRAGE/CALL/S&P 500/5000/0.01/20.12.24 Stock

Warrant

F61JB

NLBNPFR1M9Q4

Real-time Euronext Paris 05:26:05 2024-06-27 EDT
6.105 EUR -0.65% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/S&P 500/5000/0.01/20.12.24
Current month+50.43%
1 month+25.79%

Comparison chart between the derivative product and it's underlying value

End-of-day quotes
Chart S&P 500
Chart BNP PARIBAS ARBITRAGE/CALL/S&P 500/5000/0.01/20.12.24

Latest news about S&P 500

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Wall Street closes higher, but on a knife-edge CF
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Wall St. ends slightly up ahead of inflation data RE
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Quotes 5-day view

Date Price Change
24-06-27 6.105 -0.65%
24-06-26 6.145 +1.82%
24-06-25 6.035 -3.05%
24-06-24 6.225 +0.65%
24-06-21 6.185 -0.48%

Real-time Euronext Paris

Last update June 27, 2024 at 05:26 am

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Static data

Product typeWarrants
Buy / SellCALL
Underlying S&P 500
IssuerLogo Issuer BNP Paribas BNP Paribas
F61JB
ISINNLBNPFR1M9Q4
Date issued 2023-01-03
Strike 5,000 PTS
Maturity 2024-12-20 (177 Days)
Parity 100 : 1
Emission price 1.43 €
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 6.5 €
Lowest since issue 0.685 €
Delta0.87x
Omega 7.272
Premium3.17x
Gearing8.41x
Moneyness 1.096
Difference Strike -477.9 PTS
Difference Strike %-9.56%
Spread 0.01 €
Spread %0.16%
Theoretical value 6.095
Implied Volatility 16.17 %
Total Loss Probability 16.09 %
Intrinsic value 4.470
Present value 1.625
Break even 5,651.57 €
Theta-0.06x
Vega0.08x
Rho0.2x
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