Market Closed - Euronext Paris 13:30:00 2024-03-27 EDT | ||
0.53 EUR | -1.85% |
|
1 month | -32.05% | ||
3 months | -65.13% |
Comparison chart between the derivative product and it's underlying value
Static data
Product type | Warrants |
---|---|
Buy / Sell | PUT |
Underlying | CAC 40 |
Issuer | ![]() |
NM35C | |
ISIN | DE000KJ2N0D1 |
Date issued | 2023-11-28 |
Strike | 7,375 PTS |
Maturity | 2024-09-20 (84 Days) |
Parity | 200 : 1 |
Emission price | 2.07 € |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | EUR |
Technical Indicators
Highest since issue | 2.27 € |
---|---|
Lowest since issue | 0.52 € |
Delta | -0.17x |
Omega | 12.71 |
Premium | 11.42x |
Gearing | 76.68x |
Moneyness | 0.8989 |
Difference Strike | -104.4 PTS |
Difference Strike % | -1.42% |
Spread | 0.01 € |
Spread % | 1.85% |
Theoretical value | 0.5350 |
Implied Volatility | 19.94 % |
Total Loss Probability | 79.74 % |
Intrinsic value | 0.000000 |
Present value | 0.5350 |
Break even | 7,268.00 € |
Theta | -0.02x |
Vega | 0.07x |
Rho | -0.04x |
- Stock Market
- Warrants
- NM35C Warrant