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

Warrant

F61JB

NLBNPFR1M9Q4

Market Closed - Euronext Paris 12:30:01 2024-06-28 EDT
6.205 EUR +0.81% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/S&P 500/5000/0.01/20.12.24
Current month+53.61%
1 month+28.98%

Quotes 5-day view

Real-time Euronext Paris
BNP PARIBAS ARBITRAGE/CALL/S&P 500/5000/0.01/20.12.24(F61JB) : Historical Chart (5-day)
  2024-06-25 2024-06-26 2024-06-27 2024-06-28
Last 6.035 € 6.145 € 6.155 € 6.275 €
Volume 81 77 81 80
Change -3.05% +1.82% +0.16% +1.95%
Opening 6.02 6.18 6.10 6.30
High 6.09 6.25 6.24 6.48
Low 5.95 6.00 6.08 6.23

Performance

1 week+1.46%
Current month+53.61%
1 month+28.98%
3 months+24.38%
6 months+153.54%
Current year+169.89%
1 year+274.63%

Highs and lows

1 week
5.95
Extreme 5.945
6.48
1 month
4.07
Extreme 4.065
6.50

Historical data

DateOpeningHighLowEnd-of-dayVolume

Last transactions

9f48941931fb079e7f4ddc2c1c266c.fZxtzHKBGSnH6ZXdSGsYKYmcZObwP5b4iEDuGA6bi4E.M8w0uD_YSmav3eLrCyxHf9j1UqCJasHL4BKnezjv6bgbqyGDOawuQv6h2A
DatePriceVolumeDaily volume
11:47:53 6.275 1 80
11:37:51 6.285 1 79
11:32:51 6.295 1 78
11:27:50 6.255 1 77
11:22:50 6.305 1 76
11:17:49 6.275 1 75
11:12:49 6.255 1 74
11:07:48 6.275 1 73
11:02:47 6.295 1 72
10:57:47 6.34 1 71

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 (174 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 7.176
Premium3.15x
Gearing8.28x
Moneyness 1.098
Difference Strike -460.5 PTS
Difference Strike %-9.21%
Spread 0.01
Spread %0.16%
Theoretical value 6.185
Implied Volatility 16.40 %
Total Loss Probability 15.97 %
Intrinsic value 4.572
Present value 1.613
Break even 5,662.75 €
Theta-0.06x
Vega0.08x
Rho0.2x
  1. Stock Market
  2. Warrants
  3. F61JB Warrant
  4. Quotes BNP PARIBAS ARBITRAGE/CALL/S&P 500/5000/0.01/20.12.24