Quotes BNP PARIBAS ARBITRAGE/PUT/ALIBABA GROUP ADR/75/0.1/20.09.24

Warrant

3FMOB

NLBNPFR1ZW21

Real-time Euronext Paris 12:30:01 2024-06-10 EDT
0.32 EUR -9.86% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/ALIBABA GROUP ADR/75/0.1/20.09.24
Current month-24.71%
1 month-20.99%

Performance

1 week-22.89%
Current month-24.71%
1 month-20.99%

Highs and lows

1 week
0.32
Extreme 0.32
0.41
1 month
0.18
Extreme 0.175
0.46

Historical data

DateOpeningHighLowEnd-of-dayVolume

Static data

Product typeWarrants
Buy / SellPUT
Underlying ALIBABA GROUP HOLDING LIMITED
IssuerLogo Issuer BNP Paribas BNP Paribas
3FMOB
ISINNLBNPFR1ZW21
Date issued 2024-04-12
Strike 75 $
Maturity 2024-09-20 (86 Days)
Parity 10 : 1
Emission price 0.54
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 0.96
Lowest since issue 0.175
Delta-0.34x
Omega 6.980
Premium10.49x
Gearing20.83x
Moneyness 0.9432
Difference Strike 0.83 $
Difference Strike %+1.11%
Spread 0.07
Spread %17.95%
Theoretical value 0.3550
Implied Volatility 28.64 %
Total Loss Probability 50.03 %
Intrinsic value 0.0196
Present value 0.3354
Break even 71.19 €
Theta-0.01x
Vega0.01x
Rho-0.01x
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  4. Quotes BNP PARIBAS ARBITRAGE/PUT/ALIBABA GROUP ADR/75/0.1/20.09.24