BNP PARIBAS ARBITRAGE/CALL/CAC 40/7500/0.005/20.12.24 Share Price

Warrant

DF0EB

NLBNPFR193F2

Market Closed - Euronext Paris 17:30:02 21/06/2024 BST
2.6 EUR -1.89% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/CAC 40/7500/0.005/20.12.24
Current month-32.55%
1 month-40.73%

Comparison chart between the derivative product and it's underlying value

End-of-day quotes
Chart CAC 40
Chart BNP PARIBAS ARBITRAGE/CALL/CAC 40/7500/0.005/20.12.24
Date Price Change
21/06/24 2.59 -2.26%
20/06/24 2.65 +12.77%
19/06/24 2.35 -7.11%
18/06/24 2.53 +5.42%
17/06/24 2.4 +11.37%

Real-time Euronext Paris

Last update June 21, 2024 at 05:30 pm

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Static data

Product typeWarrants
Buy / SellCALL
Underlying CAC 40
IssuerLogo Issuer BNP Paribas BNP Paribas
DF0EB
ISINNLBNPFR193F2
Date issued 05/01/2022
Strike 7,500 PTS
Maturity 20/12/2024 (181 Days)
Parity 200 : 1
Emission price 2.59
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 4.83
Lowest since issue 0.805
Delta0.63x
Omega 9.295
Premium5.13x
Gearing14.67x
Moneyness 1.017
Difference Strike -128.6 PTS
Difference Strike %-1.71%
Spread 0.04
Spread %1.53%
Theoretical value 2.600
Implied Volatility 17.75 %
Total Loss Probability 41.45 %
Intrinsic value 0.6429
Present value 1.957
Break even 8,020.00 €
Theta-0.05x
Vega0.1x
Rho0.11x
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