Quotes BNP PARIBAS ARBITRAGE/CALL/S&P 500/4000/0.005/21.06.24

Warrant

K0378

NLBNPES174O4

Real-time Bid/Ask 09:12:17 2024-05-23 EDT
6.24 EUR / 6.25 EUR +1.22% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/S&P 500/4000/0.005/21.06.24
Current month+18.65%
1 month+29.08%

Quotes 5-day view

Delayed Quote BME
BNP PARIBAS ARBITRAGE/CALL/S&P 500/4000/0.005/21.06.24(K0378) : Historical Chart (5-day)
  2024-05-17 2024-05-20 2024-05-21 2024-05-22 2024-05-23
Last 6.05 € 6.18 € 6.14 € 6.17 € 6.17
Change -1.79% +2.15% -0.65% +0.49% +1.22%

Performance

1 week+2.32%
Current month+18.65%
1 month+29.08%
3 months+17.75%
6 months+86.97%
Current year+55.03%
1 year+127.68%

Highs and lows

1 week
6.05
Extreme 6.05
6.18
1 month
4.87
Extreme 4.87
6.18

Historical data

DateOpeningHighLowEnd-of-dayVolume

Static data

Product typeWarrants
Buy / SellCALL
Underlying S&P 500
IssuerLogo Issuer BNP Paribas BNP Paribas
K0378
ISINNLBNPES174O4
Date issued 2023-01-18
Strike 4,000 PTS
Maturity 2024-06-21 (29 Days)
Parity 200 : 1
Emission price 2.07
Emission volume N/A
Settlement Por diferencias
Currency EUR

Technical Indicators

Highest since issue 6.18
Lowest since issue 1.91
Delta0.93x
Omega 3.620
Premium1.05x
Gearing3.89x
Moneyness 1.327
Difference Strike -1,307 PTS
Difference Strike %-32.68%
Spread 0.01
Spread %0.16%
Theoretical value 6.275
Implied Volatility 74.51 %
Total Loss Probability 10.34 %
Intrinsic value 6.019
Present value 0.2558
Break even 5,362.55 €
Theta-0.1x
Vega0.01x
Rho0.02x
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