BNP PARIBAS ARBITRAGE/CALL/DAX/17500/0.001/20.12.24 | Market Closed - BME 11:30:00 2024-05-31 EDT | ||
| 1.88 EUR | -1.57% |
|
| 1 month | +15.34% | ||
| 3 months | +15.34% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
DAX
| Date | Price | Change |
|---|---|---|
| 24-05-31 | 1.88 | -1.57% |
| 24-05-30 | 1.91 | +1.06% |
| 24-05-29 | 1.89 | -7.80% |
| 24-05-28 | 2.05 | -2.84% |
| 24-05-27 | 2.11 | +2.43% |
Delayed Quote BME
Last update May 31, 2024 at 11:30 am
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | DAX |
| Issuer | 
BNP Paribas
|
| K3453 | |
| ISIN | NLBNPES1ZH21 |
| Date issued | 2023-05-31 |
| Strike | 17,500 PTS |
| Maturity | 2024-12-20 (201 Days) |
| Parity | 1000 : 1 |
| Emission price | 1.12 € |
| Emission volume | N/A |
| Settlement | Por diferencias |
| Currency | EUR |
Technical Indicators
| Highest since issue | 2.26 € |
|---|---|
| Lowest since issue | 0.47 € |
| Delta | 0.72x |
| Omega | 7.092 |
| Premium | 4.83x |
| Gearing | 9.86x |
| Moneyness | 1.056 |
| Difference Strike | -997.9 PTS |
| Difference Strike % | -5.70% |
| Spread | 0.01 € |
| Spread % | 0.53% |
| Theoretical value | 1.875 |
| Implied Volatility | 20.13 % |
| Total Loss Probability | 33.32 % |
| Intrinsic value | 0.9831 |
| Present value | 0.8919 |
| Break even | 19,375.00 € |
| Theta | -0.02x |
| Vega | 0.05x |
| Rho | 0.07x |
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