Quotes BNP PARIBAS ARBITRAGE/PUT/NASDAQ 100/10400/0.01/20.12.24

Warrant

O11JB

NLBNPFR1M6M9

Real-time Euronext Paris 10:17:36 2023-12-21 EST
1.145 EUR +6.51% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/NASDAQ 100/10400/0.01/20.12.24
1 month-17.92%
3 months-51.79%

Performance

1 week+8.53%
1 month-17.92%
3 months-51.79%
6 months-58.89%

Highs and lows

1 week
1.06
Extreme 1.055
1.17
1 month
1.05
Extreme 1.045
1.51

Historical data

DateOpeningHighLowEnd-of-dayVolume

Static data

Product typeWarrants
Buy / SellPUT
Underlying NASDAQ 100
IssuerLogo Issuer BNP Paribas BNP Paribas
O11JB
ISINNLBNPFR1M6M9
Date issued 2023-01-03
Strike 10,400 PTS
Maturity 2024-12-20 (162 Days)
Parity 100 : 1
Emission price 9.33
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 10.6
Lowest since issue 1.045
Delta-0.05x
Omega 6.065
Premium38.31x
Gearing129.35x
Moneyness 0.6246
Difference Strike -9,811 PTS
Difference Strike %-94.34%
Spread 0.01
Spread %0.85%
Theoretical value 1.175
Implied Volatility 35.72 %
Total Loss Probability 90.79 %
Intrinsic value 0.000000
Present value 1.175
Break even 10,271.28 €
Theta-0.04x
Vega0.14x
Rho-0.13x
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  4. Quotes BNP PARIBAS ARBITRAGE/PUT/NASDAQ 100/10400/0.01/20.12.24