BNP PARIBAS ARBITRAGE/CALL/CAC 40/8800/0.005/19.12.25 | Market Closed - Euronext Paris 12:08:42 2024-07-05 EDT | ||
| 1.035 EUR | -4.61% |
|
| Current month | +11.89% | ||
| 1 month | -38.94% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
CAC 40
| Date | Price | Change |
|---|---|---|
| 24-07-05 | 1.035 | -4.61% |
| 24-07-04 | 1.085 | +7.96% |
| 24-07-03 | 1.005 | +12.29% |
| 24-07-02 | 0.895 | -6.28% |
| 24-07-01 | 0.955 | +3.24% |
Real-time Euronext Paris
Last update July 05, 2024 at 12:08 pm
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | CAC 40 |
| Issuer | 
BNP Paribas
|
| 7EMNB | |
| ISIN | NLBNPFR1X5H8 |
| Date issued | 2024-01-03 |
| Strike | 8,800 PTS |
| Maturity | 2025-12-19 (531 Days) |
| Parity | 200 : 1 |
| Emission price | 0.89 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 2.215 € |
|---|---|
| Lowest since issue | 0.625 € |
| Delta | 0.3x |
| Omega | 11.22 |
| Premium | 17.35x |
| Gearing | 37.08x |
| Moneyness | 0.8722 |
| Difference Strike | 1,124 PTS |
| Difference Strike % | +12.78% |
| Spread | 0.03 € |
| Spread % | 2.86% |
| Theoretical value | 1.035 |
| Implied Volatility | 12.54 % |
| Total Loss Probability | 74.81 % |
| Intrinsic value | 0.000000 |
| Present value | 1.035 |
| Break even | 9,007.00 € |
| Theta | -0.02x |
| Vega | 0.16x |
| Rho | 0.13x |
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