BNP PARIBAS ARBITRAGE/PUT/S&P 500/4400/0.01/20.12.24 Stock BNP PARIBAS ARBITRAGE/PUT/S&P 500/4400/0.01/20.12.24
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BNP PARIBAS ARBITRAGE/PUT/S&P 500/4400/0.01/20.12.24 Stock

Warrant

D32MB

NLBNPFR1W0B3

Market Closed - Euronext Paris 10:18:27 2023-12-21 EST
1.415 EUR +5.99% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/S&P 500/4400/0.01/20.12.24
1 month-18.44%

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

End-of-day quotes
Chart S&P 500
Chart BNP PARIBAS ARBITRAGE/PUT/S&P 500/4400/0.01/20.12.24

Latest news about S&P 500

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Static data

Product typeWarrants
Buy / SellPUT
Underlying S&P 500
IssuerLogo Issuer BNP Paribas BNP Paribas
D32MB
ISINNLBNPFR1W0B3
Date issued 2023-11-21
Strike 4,400 PTS
Maturity 2024-12-20 (174 Days)
Parity 100 : 1
Emission price 1.67 €
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 1.795 €
Lowest since issue 1.315 €
Delta-0.24x
Omega 7.014
Premium11.02x
Gearing29.48x
Moneyness 0.9237
Difference Strike -1,060 PTS
Difference Strike %-24.10%
Spread 0.01 €
Spread %0.68%
Theoretical value 1.475
Implied Volatility 22.29 %
Total Loss Probability 69.00 %
Intrinsic value 0.000000
Present value 1.475
Break even 4,238.39 €
Theta-0.02x
Vega0.13x
Rho-0.12x
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