BNP PARIBAS ARBITRAGE/PUT/S&P 500/4500/0.01/20.09.24 Stock BNP PARIBAS ARBITRAGE/PUT/S&P 500/4500/0.01/20.09.24
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BNP PARIBAS ARBITRAGE/PUT/S&P 500/4500/0.01/20.09.24 Stock

Warrant

F32MB

NLBNPFR1W0D9

Market Closed - Euronext Paris 10:18:00 2023-12-21 EST
1.265 EUR +7.66% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/S&P 500/4500/0.01/20.09.24
1 month-24.48%

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 500/4500/0.01/20.09.24

Latest news about S&P 500

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US Equity Indexes End Week Mixed as Investors Gauge Monetary Policy Direction MT
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Static data

Product typeWarrants
Buy / SellPUT
Underlying S&P 500
IssuerLogo Issuer BNP Paribas BNP Paribas
F32MB
ISINNLBNPFR1W0D9
Date issued 2023-11-21
Strike 4,500 PTS
Maturity 2024-09-20 (83 Days)
Parity 100 : 1
Emission price 1.62 €
Emission volume N/A
Settlement Por diferencias
Currency EUR

Technical Indicators

Highest since issue 1.715 €
Lowest since issue 1.165 €
Delta-0.26x
Omega 8.641
Premium8.58x
Gearing32.81x
Moneyness 0.9447
Difference Strike -960.5 PTS
Difference Strike %-21.34%
Spread 0.01 €
Spread %0.75%
Theoretical value 1.325
Implied Volatility 20.83 %
Total Loss Probability 67.69 %
Intrinsic value 0.000000
Present value 1.325
Break even 4,354.83 €
Theta-0.02x
Vega0.12x
Rho-0.09x
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