BNP PARIBAS ARBITRAGE/PUT/IBEX 35/11400/0.001/20.09.24 | Market Closed - BME 11:30:00 2024-06-05 EDT | ||
| 0.4 EUR | -6.98% |
|
| Current month | -4.76% | ||
| 1 month | -45.95% |
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IBEX 35
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| Date | Price | Change |
|---|---|---|
| 24-06-05 | 0.4 | -6.98% |
| 24-06-04 | 0.43 | +16.22% |
| 24-06-03 | 0.37 | -11.90% |
| 24-05-31 | 0.42 | +2.44% |
| 24-05-30 | 0.41 | -19.61% |
Delayed Quote BME
Last update June 05, 2024 at 11:30 am
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | PUT |
| Underlying | IBEX 35 |
| Issuer | 
BNP Paribas
|
| K6539 | |
| ISIN | NLBNPES1SKK6 |
| Date issued | 2024-01-11 |
| Strike | 11,400 PTS |
| Maturity | 2024-09-20 (107 Days) |
| Parity | 1000 : 1 |
| Emission price | 1.34 € |
| Emission volume | N/A |
| Settlement | Por diferencias |
| Currency | EUR |
Technical Indicators
| Highest since issue | 1.62 € |
|---|---|
| Lowest since issue | 0.37 € |
| Delta | -0.45x |
| Omega | 12.97 |
| Premium | 3.07x |
| Gearing | 28.74x |
| Moneyness | 1.004 |
| Difference Strike | 46.9 PTS |
| Difference Strike % | +0.41% |
| Spread | 0.01 € |
| Spread % | 2.50% |
| Theoretical value | 0.3950 |
| Implied Volatility | 17.77 % |
| Total Loss Probability | 51.03 % |
| Intrinsic value | 0.0469 |
| Present value | 0.3481 |
| Break even | 11,005.00 € |
| Theta | -0.01x |
| Vega | 0.02x |
| Rho | -0.02x |
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