BNP PARIBAS ARBITRAGE/CALL/EUR/USD/1.14/100/20.09.24 | Market Closed - Euronext Paris 12:30:02 2024-05-15 EDT | ||
| 0.255 EUR | +13.33% |
|
| Current month | +45.71% | ||
| 1 month | +24.39% |
Comparison chart between the derivative product and it's underlying value
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EUR / USD
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| Date | Price | Change |
|---|---|---|
| 24-05-15 | 0.255 | +13.33% |
| 24-05-14 | 0.225 | +4.65% |
| 24-05-13 | 0.215 | +16.22% |
| 24-05-10 | 0.185 | -5.13% |
| 24-05-09 | 0.195 | +11.43% |
Real-time Euronext Paris
Last update May 15, 2024 at 12:30 pm
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | EUR / USD |
| Issuer | 
BNP Paribas
|
| R2LNB | |
| ISIN | NLBNPFR1WZA7 |
| Date issued | 2024-01-03 |
| Strike | 1.14 $ |
| Maturity | 2024-09-20 (128 Days) |
| Parity | 0.01 : 1 |
| Emission price | 1.22 € |
| Emission volume | N/A |
| Settlement | Por diferencias |
| Currency | EUR |
Technical Indicators
| Highest since issue | 1.435 € |
|---|---|
| Lowest since issue | 0.155 € |
| Delta | 0.14x |
| Omega | 52.18 |
| Premium | 5.15x |
| Gearing | 377.29x |
| Moneyness | 0.9535 |
| Difference Strike | 0.0515 $ |
| Difference Strike % | +4.52% |
| Spread | 0.01 € |
| Spread % | 3.70% |
| Theoretical value | 0.2650 |
| Implied Volatility | 6.458 % |
| Total Loss Probability | 86.82 % |
| Intrinsic value | 0.000000 |
| Present value | 0.2650 |
| Break even | 1.143 € |
| Theta | -0.05x |
| Vega | 0.13x |
| Rho | 0.05x |
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