Real-time Euronext Paris 10:17:48 2023-12-21 EST | ||
0.985 EUR | +15.20% |
|
1 month | -34.11% |
Comparison chart between the derivative product and it's underlying value
Static data
Product type | Warrants |
---|---|
Buy / Sell | PUT |
Underlying | DOW JONES INDUSTRIAL |
Issuer | ![]() |
G12MB | |
ISIN | NLBNPFR1VZ22 |
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 |
Premium | 7.45x |
Gearing | 33.56x |
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 |
Vega | 0.1x |
Rho | -0.08x |
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