BNP PARIBAS ARBITRAGE/CALL/GBP/USD/1.32/100/20.09.24 | Market Closed - Euronext Paris 12:30:01 2024-06-03 EDT | ||
| 0.585 EUR | +18.18% |
|
| Current month | +18.18% | ||
| 1 month | +18.18% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
GBP / USD
| Date | Price | Change |
|---|---|---|
| 24-06-03 | 0.585 | +18.18% |
| 24-05-31 | 0.495 | -10.81% |
| 24-05-30 | 0.555 | +7.77% |
| 24-05-29 | 0.515 | -11.97% |
| 24-05-28 | 0.585 | -1.68% |
Real-time Euronext Paris
Last update June 03, 2024 at 12:30 pm
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | GBP / USD |
| Issuer | 
BNP Paribas
|
| IL3NB | |
| ISIN | NLBNPFR1ZLH5 |
| Date issued | 2024-03-18 |
| Strike | 1.32 $ |
| Maturity | 2024-09-20 (109 Days) |
| Parity | 0.01 : 1 |
| Emission price | 0.68 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 1.045 € |
|---|---|
| Lowest since issue | 0.255 € |
| Delta | 0.23x |
| Omega | 46.85 |
| Premium | 3.77x |
| Gearing | 200.76x |
| Moneyness | 0.9683 |
| Difference Strike | 0.0389 $ |
| Difference Strike % | +2.95% |
| Spread | 0.01 € |
| Spread % | 1.69% |
| Theoretical value | 0.5850 |
| Implied Volatility | 6.789 % |
| Total Loss Probability | 77.53 % |
| Intrinsic value | 0.000000 |
| Present value | 0.5850 |
| Break even | 1.326 € |
| Theta | -0.09x |
| Vega | 0.2x |
| Rho | 0.08x |
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