Quotes BNP PARIBAS ARBITRAGE/CALL/VINCI/120/0.1/20.09.24

Warrant

LB3MB

NLBNPFR1W697

Market Closed - Euronext Paris 09:42:50 2023-12-21 EST
0.565 EUR -3.42% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/VINCI/120/0.1/20.09.24
1 month+26.97%

Performance

1 week-19.86%
1 month+26.97%

Highs and lows

1 week
0.55
Extreme 0.545
0.72

Historical data

DateOpeningHighLowEnd-of-dayVolume

Static data

Product typeWarrants
Buy / SellCALL
Underlying VINCI
IssuerLogo Issuer BNP Paribas BNP Paribas
LB3MB
ISINNLBNPFR1W697
Date issued 2023-11-21
Strike 120
Maturity 2024-09-20 (79 Days)
Parity 10 : 1
Emission price 0.36
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 0.755
Lowest since issue 0.425
Delta0.45x
Omega 8.704
Premium10.51x
Gearing19.47x
Moneyness 0.9490
Difference Strike 17.2
Difference Strike %+14.33%
Spread 0.03
Spread %5.00%
Theoretical value 0.5850
Implied Volatility 20.03 %
Total Loss Probability 61.42 %
Intrinsic value 0.000000
Present value 0.5850
Break even 125.85 €
Theta-0.01x
Vega0.04x
Rho0.03x
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  4. Quotes BNP PARIBAS ARBITRAGE/CALL/VINCI/120/0.1/20.09.24