BNP PARIBAS ARBITRAGE/CALL/S&P 500/4400/0.005/21.03.25 | Market Closed - BME 11:30:00 2024-06-28 EDT | ||
| 6.06 EUR | +1.34% |
|
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
S&P 500
| Date | Price | Change |
|---|---|---|
| 24-06-28 | 6.06 | +1.34% |
| 24-06-27 | 5.98 | +0.67% |
| 24-06-26 | 5.94 | 0.00% |
| 24-06-25 | 5.94 | -1.33% |
| 24-06-24 | 6.02 | +0.67% |
Delayed Quote BME
Last update June 28, 2024 at 11:30 am
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | S&P 500 |
| Issuer | 
BNP Paribas
|
| K9785 | |
| ISIN | NLBNPES1W4W2 |
| Date issued | 2024-06-14 |
| Strike | 4,400 PTS |
| Maturity | 2025-03-21 (265 Days) |
| Parity | 200 : 1 |
| Emission price | 5.24 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 6.08 € |
|---|---|
| Lowest since issue | 5.24 € |
| Delta | 0.95x |
| Omega | 4.022 |
| Premium | 3.57x |
| Gearing | 4.25x |
| Moneyness | 1.250 |
| Difference Strike | -1,060 PTS |
| Difference Strike % | -24.10% |
| Spread | 0.01 € |
| Spread % | 0.17% |
| Theoretical value | 6.045 |
| Implied Volatility | 20.13 % |
| Total Loss Probability | 7.409 % |
| Intrinsic value | 5.129 |
| Present value | 0.9160 |
| Break even | 5,694.94 € |
| Theta | -0.03x |
| Vega | 0.02x |
| Rho | 0.17x |
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