BNP PARIBAS ARBITRAGE/CALL/CAC 40/8400/0.005/20.12.24 | Market Closed - Euronext Paris 11:38:39 2024-07-05 EDT | ||
| 0.405 EUR | -10.99% |
|
| Current month | +24.62% | ||
| 1 month | -61.61% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
CAC 40
| Date | Price | Change |
|---|---|---|
| 24-07-05 | 0.405 | -10.99% |
| 24-07-04 | 0.455 | +18.18% |
| 24-07-03 | 0.385 | +35.09% |
| 24-07-02 | 0.285 | -17.39% |
| 24-07-01 | 0.345 | +6.15% |
Real-time Euronext Paris
Last update July 05, 2024 at 11:38 am
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | CAC 40 |
| Issuer | 
BNP Paribas
|
| 7DMNB | |
| ISIN | NLBNPFR1X570 |
| Date issued | 2024-01-03 |
| Strike | 8,400 PTS |
| Maturity | 2024-12-20 (167 Days) |
| Parity | 200 : 1 |
| Emission price | 0.65 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 1.755 € |
|---|---|
| Lowest since issue | 0.27 € |
| Delta | 0.22x |
| Omega | 20.54 |
| Premium | 10.49x |
| Gearing | 94.76x |
| Moneyness | 0.9138 |
| Difference Strike | 724.4 PTS |
| Difference Strike % | +8.62% |
| Spread | 0.03 € |
| Spread % | 7.14% |
| Theoretical value | 0.4050 |
| Implied Volatility | 13.11 % |
| Total Loss Probability | 80.85 % |
| Intrinsic value | 0.000000 |
| Present value | 0.4050 |
| Break even | 8,481.00 € |
| Theta | -0.03x |
| Vega | 0.08x |
| Rho | 0.03x |
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