Quotes BNP PARIBAS ARBITRAGE/PUT/NETFLIX/525/0.1/20.09.24

Warrant

4XKNB

NLBNPFR1WIY3

Real-time Euronext Paris 10:22:55 2023-12-21 EST
6.365 EUR +5.12% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/NETFLIX/525/0.1/20.09.24

Performance

1 week-11.41%

Highs and lows

1 week
6.01
Extreme 6.005
7.38

Historical data

DateOpeningHighLowEnd-of-dayVolume

Static data

Product typeWarrants
Buy / SellPUT
Underlying NETFLIX, INC.
IssuerLogo Issuer BNP Paribas BNP Paribas
4XKNB
ISINNLBNPFR1WIY3
Date issued 2023-12-04
Strike 525 $
Maturity 2024-09-20 (77 Days)
Parity 10 : 1
Emission price 6.84
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 8.635
Lowest since issue 6.005
Delta-0.49x
Omega 3.341
Premium6.47x
Gearing6.8x
Moneyness 1.082
Difference Strike -170 $
Difference Strike %-32.39%
Spread 0.01
Spread %0.15%
Theoretical value 6.515
Implied Volatility 36.89 %
Total Loss Probability 38.70 %
Intrinsic value 3.649
Present value 2.866
Break even 453.63 €
Theta-0.05x
Vega0.15x
Rho-0.18x
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