BNP PARIBAS ARBITRAGE/PUT/S&P 500/4600/0.01/20.09.24 Stock BNP PARIBAS ARBITRAGE/PUT/S&P 500/4600/0.01/20.09.24
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BNP PARIBAS ARBITRAGE/PUT/S&P 500/4600/0.01/20.09.24 Stock

Warrant

J32MB

NLBNPFR1W0H0

Market Closed - Euronext Paris 10:18:09 2023-12-21 EST
1.465 EUR +7.33% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/S&P 500/4600/0.01/20.09.24
1 month-24.68%

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 500/4600/0.01/20.09.24

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
J32MB
ISINNLBNPFR1W0H0
Date issued 2023-11-21
Strike 4,600 PTS
Maturity 2024-09-20 (83 Days)
Parity 100 : 1
Emission price 1.9 €
Emission volume N/A
Settlement Por diferencias
Currency EUR

Technical Indicators

Highest since issue 1.995 €
Lowest since issue 1.345 €
Delta-0.3x
Omega 8.548
Premium6.96x
Gearing28.32x
Moneyness 0.9657
Difference Strike -860.5 PTS
Difference Strike %-18.71%
Spread 0.01 €
Spread %0.65%
Theoretical value 1.535
Implied Volatility 20.09 %
Total Loss Probability 63.73 %
Intrinsic value 0.000000
Present value 1.535
Break even 4,431.82 €
Theta-0.02x
Vega0.13x
Rho-0.11x
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