BNP PARIBAS ARBITRAGE/CALL/CAC 40/8400/0.005/19.12.25 | Market Closed - Euronext Paris 11:48:11 2024-07-05 EDT | ||
| 1.635 EUR | -4.66% |
|
| Current month | +12.37% | ||
| 1 month | -34.99% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
CAC 40
| Date | Price | Change |
|---|---|---|
| 24-07-05 | 1.635 | -4.66% |
| 24-07-04 | 1.715 | +6.85% |
| 24-07-03 | 1.605 | +11.85% |
| 24-07-02 | 1.435 | -6.51% |
| 24-07-01 | 1.535 | +5.50% |
Real-time Euronext Paris
Last update July 05, 2024 at 11:48 am
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | CAC 40 |
| Issuer | 
BNP Paribas
|
| 9DMNB | |
| ISIN | NLBNPFR1X596 |
| Date issued | 2024-01-03 |
| Strike | 8,400 PTS |
| Maturity | 2025-12-19 (531 Days) |
| Parity | 200 : 1 |
| Emission price | 1.42 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 3.135 € |
|---|---|
| Lowest since issue | 1.005 € |
| Delta | 0.42x |
| Omega | 9.816 |
| Premium | 13.7x |
| Gearing | 23.47x |
| Moneyness | 0.9138 |
| Difference Strike | 724.4 PTS |
| Difference Strike % | +8.62% |
| Spread | 0.03 € |
| Spread % | 1.82% |
| Theoretical value | 1.635 |
| Implied Volatility | 12.65 % |
| Total Loss Probability | 64.03 % |
| Intrinsic value | 0.000000 |
| Present value | 1.635 |
| Break even | 8,727.00 € |
| Theta | -0.02x |
| Vega | 0.18x |
| Rho | 0.19x |
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