BNP PARIBAS ARBITRAGE/PUT/DJ INDUSTRIAL/38000/0.001/20.09.24 Stock

Warrant

K6815

NLBNPES1B717

Market Closed - BME 11:30:00 2024-06-27 EDT
0.45 EUR -10.00% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/DJ INDUSTRIAL/38000/0.001/20.09.24
Current month-45.12%
1 month-21.05%
Date Price Change
24-06-27 0.45 -10.00%
24-06-26 0.5 +4.17%
24-06-25 0.48 +11.63%
24-06-24 0.43 -15.69%
24-06-21 0.51 -5.56%

Delayed Quote BME

Last update June 27, 2024 at 11:30 am

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Static data

Product typeWarrants
Buy / SellPUT
Underlying DOW JONES INDUSTRIAL
IssuerLogo Issuer BNP Paribas BNP Paribas
K6815
ISINNLBNPES1B717
Date issued 2024-01-11
Strike 38,000 PTS
Maturity 2024-09-20 (85 Days)
Parity 1000 : 1
Emission price 1.37
Emission volume N/A
Settlement Por diferencias
Currency EUR

Technical Indicators

Highest since issue 1.66
Lowest since issue 0.42
Delta-0.26x
Omega 21.75
Premium4.26x
Gearing82.26x
Moneyness 0.9696
Difference Strike -1,164 PTS
Difference Strike %-3.06%
Spread 0.01
Spread %2.22%
Theoretical value 0.4450
Implied Volatility 15.10 %
Total Loss Probability 71.12 %
Intrinsic value 0.000000
Present value 0.4450
Break even 37,523.59 €
Theta-0.03x
Vega0.06x
Rho-0.02x
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