BNP PARIBAS ARBITRAGE/PUT/DJ INDUSTRIAL/36000/0.001/20.09.24 Stock

Warrant

G12MB

NLBNPFR1VZ22

Real-time Euronext Paris 10:17:48 2023-12-21 EST
0.985 EUR +15.20% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/DJ INDUSTRIAL/36000/0.001/20.09.24
1 month-34.11%

Comparison chart between the derivative product and it's underlying value

End-of-day quotes

Static data

Product typeWarrants
Buy / SellPUT
Underlying DOW JONES INDUSTRIAL
IssuerLogo Issuer BNP Paribas BNP Paribas
G12MB
ISINNLBNPFR1VZ22
Date issued 2023-11-21
Strike 36,000 PTS
Maturity 2024-09-20 (79 Days)
Parity 1000 : 1
Emission price 1.43
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 1.525
Lowest since issue 0.835
Delta-0.27x
Omega 9.217
Premium7.45x
Gearing33.56x
Moneyness 0.9553
Difference Strike -3,308 PTS
Difference Strike %-9.19%
Spread 0.01
Spread %0.97%
Theoretical value 1.025
Implied Volatility 19.36 %
Total Loss Probability 66.90 %
Intrinsic value 0.000000
Present value 1.025
Break even 34,877.27 €
Theta-0.01x
Vega0.1x
Rho-0.08x
  1. Stock Market
  2. Warrants
  3. G12MB Warrant