Quotes BNP PARIBAS ARBITRAGE/CALL/S&P 500/5200/0.01/20.12.24

Warrant

Q32MB

NLBNPFR1W0N8

Market Closed - Euronext Paris 10:17:53 2023-12-21 EST
1.445 EUR -10.53% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/S&P 500/5200/0.01/20.12.24
1 month+63.28%

Performance

1 week+5.09%
1 month+63.28%

Highs and lows

1 week
1.30
Extreme 1.295
1.62

Historical data

DateOpeningHighLowEnd-of-dayVolume

Static data

Product typeWarrants
Buy / SellCALL
Underlying S&P 500
IssuerLogo Issuer BNP Paribas BNP Paribas
Q32MB
ISINNLBNPFR1W0N8
Date issued 2023-11-21
Strike 5,200 PTS
Maturity 2024-12-20 (174 Days)
Parity 100 : 1
Emission price 0.73
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 1.615
Lowest since issue 0.865
Delta0.4x
Omega 12.59
Premium12.37x
Gearing31.17x
Moneyness 0.9161
Difference Strike -260.5 PTS
Difference Strike %-5.01%
Spread 0.01
Spread %0.71%
Theoretical value 1.395
Implied Volatility 12.19 %
Total Loss Probability 64.13 %
Intrinsic value 0.000000
Present value 1.395
Break even 5,352.81 €
Theta-0.04x
Vega0.16x
Rho0.14x
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  4. Quotes BNP PARIBAS ARBITRAGE/CALL/S&P 500/5200/0.01/20.12.24