BNP PARIBAS ARBITRAGE/CALL/CAC 40/7500/0.005/19.12.25 Stock

Warrant

8E2JB

NLBNPFR1MH90

Real-time Euronext Paris 09:51:58 2024-07-04 EDT
3.92 EUR +3.43% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/CAC 40/7500/0.005/19.12.25
Current month+9.54%
1 month-24.35%

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

End-of-day quotes
Chart CAC 40
Chart BNP PARIBAS ARBITRAGE/CALL/CAC 40/7500/0.005/19.12.25
Date Price Change
24-07-04 3.92 +3.43%
24-07-03 3.79 +8.60%
24-07-02 3.49 -4.64%
24-07-01 3.66 +5.78%
24-06-28 3.46 -4.42%

Real-time Euronext Paris

Last update July 04, 2024 at 09:51 am

More quotes

Static data

Product typeWarrants
Buy / SellCALL
Underlying CAC 40
IssuerLogo Issuer BNP Paribas BNP Paribas
8E2JB
ISINNLBNPFR1MH90
Date issued 2023-01-03
Strike 7,500 PTS
Maturity 2025-12-19 (533 Days)
Parity 200 : 1
Emission price 2.58
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 5.91
Lowest since issue 1.96
Delta0.7x
Omega 6.857
Premium7.72x
Gearing9.76x
Moneyness 1.026
Difference Strike -189.8 PTS
Difference Strike %-2.53%
Spread 0.08
Spread %2.01%
Theoretical value 3.940
Implied Volatility 13.17 %
Total Loss Probability 35.35 %
Intrinsic value 0.9825
Present value 2.958
Break even 8,288.00 €
Theta-0.03x
Vega0.16x
Rho0.35x
  1. Stock Market
  2. Warrants
  3. 8E2JB Warrant