BNP PARIBAS ARBITRAGE/PUT/CAC 40/6400/0.005/20.12.24 | Market Closed - Euronext Paris 12:30:01 2024-06-14 EDT | ||
| 0.465 EUR | +36.76% |
|
| Current month | +93.75% | ||
| 1 month | +93.75% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
CAC 40
| Date | Price | Change |
|---|---|---|
| 24-06-14 | 0.465 | +36.76% |
| 24-06-13 | 0.34 | +30.77% |
| 24-06-12 | 0.26 | -13.33% |
| 24-06-11 | 0.3 | +17.65% |
| 24-06-10 | 0.255 | +27.50% |
Real-time Euronext Paris
Last update June 14, 2024 at 12:30 pm
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | PUT |
| Underlying | CAC 40 |
| Issuer | 
BNP Paribas
|
| G9HIB | |
| ISIN | NLBNPFR1J512 |
| Date issued | 2022-08-18 |
| Strike | 6,400 PTS |
| Maturity | 2024-12-20 (188 Days) |
| Parity | 200 : 1 |
| Emission price | 4.01 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 5.605 € |
|---|---|
| Lowest since issue | 0.195 € |
| Delta | -0.13x |
| Omega | 10.67 |
| Premium | 15.94x |
| Gearing | 80.68x |
| Moneyness | 0.8530 |
| Difference Strike | -1,103 PTS |
| Difference Strike % | -17.24% |
| Spread | 0.13 € |
| Spread % | 24.53% |
| Theoretical value | 0.4650 |
| Implied Volatility | 23.98 % |
| Total Loss Probability | 82.73 % |
| Intrinsic value | 0.000000 |
| Present value | 0.4650 |
| Break even | 6,307.00 € |
| Theta | -0.02x |
| Vega | 0.06x |
| Rho | -0.03x |
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