BNP PARIBAS ARBITRAGE/PUT/NASDAQ 100/17600/0.01/20.09.24 | Market Closed - Euronext Paris 12:30:01 2024-07-11 EDT | ||
| 0.695 EUR | +18.80% |
|
| Current month | -30.85% | ||
| 1 month | -63.13% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
NASDAQ 100
| Date | Price | Change |
|---|---|---|
| 24-07-11 | 0.695 | +18.80% |
| 24-07-10 | 0.585 | -4.88% |
| 24-07-09 | 0.615 | -6.11% |
| 24-07-08 | 0.655 | -2.96% |
| 24-07-05 | 0.675 | -14.01% |
Real-time Euronext Paris
Last update July 11, 2024 at 12:30 pm
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | PUT |
| Underlying | NASDAQ 100 |
| Issuer | 
BNP Paribas
|
| 0SMNB | |
| ISIN | NLBNPFR1X935 |
| Date issued | 2024-01-03 |
| Strike | 17,600 PTS |
| Maturity | 2024-09-20 (71 Days) |
| Parity | 100 : 1 |
| Emission price | 10.28 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 14.08 € |
|---|---|
| Lowest since issue | 0.545 € |
| Delta | -0.07x |
| Omega | 19.36 |
| Premium | 13.75x |
| Gearing | 261.5x |
| Moneyness | 0.8664 |
| Difference Strike | -2,611 PTS |
| Difference Strike % | -14.84% |
| Spread | 0.01 € |
| Spread % | 1.39% |
| Theoretical value | 0.7150 |
| Implied Volatility | 25.06 % |
| Total Loss Probability | 90.92 % |
| Intrinsic value | 0.000000 |
| Present value | 0.7150 |
| Break even | 17,522.31 € |
| Theta | -0.13x |
| Vega | 0.12x |
| Rho | -0.03x |
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