BNP PARIBAS ARBITRAGE/PUT/S&P 500/5200/0.01/20.09.24 | Market Closed - Euronext Paris 12:30:02 2024-07-01 EDT | ||
| 0.415 EUR | +2.47% |
|
| Current month | +7.41% | ||
| 1 month | -62.34% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
S&P 500
| Date | Price | Change |
|---|---|---|
| 24-07-01 | 0.415 | +2.47% |
| 24-06-28 | 0.405 | -4.71% |
| 24-06-27 | 0.425 | -6.59% |
| 24-06-26 | 0.455 | -6.19% |
| 24-06-25 | 0.485 | +6.59% |
Real-time Euronext Paris
Last update July 01, 2024 at 12:30 pm
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | PUT |
| Underlying | S&P 500 |
| Issuer | 
BNP Paribas
|
| 6G2NB | |
| ISIN | NLBNPFR1YKL2 |
| Date issued | 2024-02-21 |
| Strike | 5,200 PTS |
| Maturity | 2024-09-20 (81 Days) |
| Parity | 100 : 1 |
| Emission price | 2.24 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 2.645 € |
|---|---|
| Lowest since issue | 0.375 € |
| Delta | -0.19x |
| Omega | 23.42 |
| Premium | 5.78x |
| Gearing | 122.86x |
| Moneyness | 0.9503 |
| Difference Strike | -275.1 PTS |
| Difference Strike % | -5.29% |
| Spread | 0.01 € |
| Spread % | 2.38% |
| Theoretical value | 0.4150 |
| Implied Volatility | 15.88 % |
| Total Loss Probability | 78.84 % |
| Intrinsic value | 0.000000 |
| Present value | 0.4150 |
| Break even | 5,155.46 € |
| Theta | -0.03x |
| Vega | 0.07x |
| Rho | -0.02x |
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