BNP PARIBAS ARBITRAGE/CALL/S&P 500/5200/0.01/20.09.24 | Real-time Euronext Paris 05:16:59 2024-06-27 EDT | ||
| 3.545 EUR | -0.84% |
|
| Current month | +98.06% | ||
| 1 month | +43.86% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
S&P 500
| Date | Price | Change |
|---|---|---|
| 24-06-27 | 3.545 | -0.84% |
| 24-06-26 | 3.575 | +3.47% |
| 24-06-25 | 3.455 | -5.47% |
| 24-06-24 | 3.655 | +0.83% |
| 24-06-21 | 3.625 | -1.09% |
Real-time Euronext Paris
Last update June 27, 2024 at 05:16 am
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | S&P 500 |
| Issuer | 
BNP Paribas
|
| 1XMNB | |
| ISIN | NLBNPFR1XAF7 |
| Date issued | 2024-01-03 |
| Strike | 5,200 PTS |
| Maturity | 2024-09-20 (86 Days) |
| Parity | 100 : 1 |
| Emission price | 0.86 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 3.955 € |
|---|---|
| Lowest since issue | 0.645 € |
| Delta | 0.84x |
| Omega | 12.33 |
| Premium | 1.75x |
| Gearing | 14.66x |
| Moneyness | 1.053 |
| Difference Strike | -277.9 PTS |
| Difference Strike % | -5.34% |
| Spread | 0.01 € |
| Spread % | 0.29% |
| Theoretical value | 3.495 |
| Implied Volatility | 13.86 % |
| Total Loss Probability | 17.62 % |
| Intrinsic value | 2.600 |
| Present value | 0.8948 |
| Break even | 5,573.54 € |
| Theta | -0.07x |
| Vega | 0.06x |
| Rho | 0.1x |
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