BNP PARIBAS ARBITRAGE/PUT/IBEX 35/11100/0.001/21.06.24 Stock

Warrant

K6511

NLBNPES1ACK1

Market Closed - BME 11:30:00 2024-05-23 EDT
0.1 EUR 0.00% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/IBEX 35/11100/0.001/21.06.24
Current month-73.68%
1 month-66.67%
Date Price Change
24-05-23 0.1 0.00%
24-05-22 0.1 0.00%
24-05-21 0.1 0.00%
24-05-20 0.1 -9.09%
24-05-17 0.11 -8.33%

Delayed Quote BME

Last update May 23, 2024 at 11:30 am

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Static data

Product typeWarrants
Buy / SellPUT
Underlying IBEX 35
IssuerLogo Issuer BNP Paribas BNP Paribas
K6511
ISINNLBNPES1ACK1
Date issued 2024-01-11
Strike 11,100 PTS
Maturity 2024-06-21 (29 Days)
Parity 1000 : 1
Emission price 1.02
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 1.29
Lowest since issue 0.1
Delta-0.3x
Omega 35.61
Premium2.71x
Gearing119.06x
Moneyness 0.9813
Difference Strike -211.1 PTS
Difference Strike %-1.90%
Spread 0.01
Spread %10.00%
Theoretical value 0.0950
Implied Volatility 15.36 %
Total Loss Probability 68.57 %
Intrinsic value 0.000000
Present value 0.0950
Break even 11,005.00 €
Theta-0.02x
Vega0.01x
Rho-0x
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