BNP PARIBAS ARBITRAGE/CALL/CAC 40/7500/0.005/20.12.24 | Market Closed - Euronext Paris 17:30:01 19/06/2024 BST | ||
| 2.35 EUR | -7.11% |
|
| Current month | -38.28% | ||
| 1 month | -46.14% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
CAC 40
| Date | Price | Change |
|---|---|---|
| 19/06/24 | 2.37 | -6.32% |
| 18/06/24 | 2.53 | +5.42% |
| 17/06/24 | 2.4 | +11.37% |
| 14/06/24 | 2.155 | -21.92% |
| 13/06/24 | 2.76 | -17.12% |
Real-time Euronext Paris
Last update June 19, 2024 at 05:30 pm
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | CAC 40 |
| Issuer | 
BNP Paribas
|
| DF0EB | |
| ISIN | NLBNPFR193F2 |
| Date issued | 05/01/2022 |
| Strike | 7,500 PTS |
| Maturity | 20/12/2024 (184 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 € |
| Delta | 0.61x |
| Omega | 9.930 |
| Premium | 5.25x |
| Gearing | 16.18x |
| Moneyness | 1.009 |
| Difference Strike | -70.2 PTS |
| Difference Strike % | -0.94% |
| Spread | 0.04 € |
| Spread % | 1.69% |
| Theoretical value | 2.340 |
| Implied Volatility | 16.85 % |
| Total Loss Probability | 43.26 % |
| Intrinsic value | 0.3510 |
| Present value | 1.989 |
| Break even | 7,968.00 € |
| Theta | -0.05x |
| Vega | 0.1x |
| Rho | 0.11x |
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