BNP PARIBAS ARBITRAGE/CALL/S&P 500/5100/0.01/20.09.24 | Market Closed - Euronext Paris 12:30:02 2024-06-28 EDT | ||
| 4.47 EUR | +1.36% |
|
| Current month | +85.69% | ||
| 1 month | +42.10% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
S&P 500
| Date | Price | Change |
|---|---|---|
| 24-06-28 | 4.54 | +2.95% |
| 24-06-27 | 4.41 | +0.46% |
| 24-06-26 | 4.39 | +2.57% |
| 24-06-25 | 4.28 | -4.46% |
| 24-06-24 | 4.48 | +0.67% |
Real-time Euronext Paris
Last update June 28, 2024 at 12:30 pm
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | S&P 500 |
| Issuer | 
BNP Paribas
|
| 9WMNB | |
| ISIN | NLBNPFR1XAD2 |
| Date issued | 2024-01-03 |
| Strike | 5,100 PTS |
| Maturity | 2024-09-20 (83 Days) |
| Parity | 100 : 1 |
| Emission price | 1.22 € |
| Emission volume | N/A |
| Settlement | Por diferencias |
| Currency | EUR |
Technical Indicators
| Highest since issue | 4.79 € |
|---|---|
| Lowest since issue | 0.915 € |
| Delta | 0.87x |
| Omega | 9.979 |
| Premium | 1.64x |
| Gearing | 11.44x |
| Moneyness | 1.076 |
| Difference Strike | -360.5 PTS |
| Difference Strike % | -7.07% |
| Spread | 0.02 € |
| Spread % | 0.45% |
| Theoretical value | 4.480 |
| Implied Volatility | 16.28 % |
| Total Loss Probability | 14.44 % |
| Intrinsic value | 3.639 |
| Present value | 0.8410 |
| Break even | 5,580.05 € |
| Theta | -0.08x |
| Vega | 0.05x |
| Rho | 0.1x |
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