Quotes BNP PARIBAS ARBITRAGE/PUT/ARCELORMITTAL/20/0.5/18.10.24

Warrant

L0216

NLBNPES1UWP6

Market Closed - BME 11:30:00 2024-07-03 EDT
0.46 EUR -13.21% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/ARCELORMITTAL/20/0.5/18.10.24
Current month-9.80%

Quotes 5-day view

Delayed Quote BME
BNP PARIBAS ARBITRAGE/PUT/ARCELORMITTAL/20/0.5/18.10.24(L0216) : Historical Chart (5-day)
  2024-06-28 2024-07-01 2024-07-02 2024-07-03
Last 0.51 € 0.51 € 0.53 € 0.46 €
Change -3.77% 0.00% +3.92% -13.21%

Performance

1 week-9.80%
Current month-9.80%

Highs and lows

1 week
0.46
Extreme 0.46
0.53

Historical data

DateOpeningHighLowEnd-of-dayVolume

Static data

Product typeWarrants
Buy / SellPUT
Underlying ARCELORMITTAL
IssuerLogo Issuer BNP Paribas BNP Paribas
L0216
ISINNLBNPES1UWP6
Date issued 2024-06-14
Strike 20
Maturity 2024-10-18 (107 Days)
Parity 2 : 1
Emission price 0.22
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 0.53
Lowest since issue 0.22
Delta-0.3x
Omega 7.139
Premium11.21x
Gearing23.63x
Moneyness 0.9302
Difference Strike -1.5
Difference Strike %-7.50%
Spread 0.01
Spread %2.17%
Theoretical value 0.4550
Implied Volatility 36.49 %
Total Loss Probability 62.58 %
Intrinsic value 0.000000
Present value 0.4550
Break even 19.09 €
Theta-0.02x
Vega0.02x
Rho-0.01x
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