BNP PARIBAS ARBITRAGE/CALL/DJ INDUSTRIAL/42000/0.001/20.12.24 Share Price

Warrant

N01JB

NLBNPFR1M5W0

Market Closed - Euronext Paris 17:30:01 16/05/2024 BST
0.895 EUR +7.19% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/DJ INDUSTRIAL/42000/0.001/20.12.24
Current month+108.05%
1 month+57.39%

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

End-of-day quotes
Date Price Change
16/05/24 0.895 +7.19%
15/05/24 0.835 +13.61%
14/05/24 0.735 -2.65%
13/05/24 0.755 +2.72%
10/05/24 0.735 +7.30%

Real-time Euronext Paris

Last update May 16, 2024 at 05:30 pm

More quotes

Static data

Product typeWarrants
Buy / SellCALL
Underlying DOW JONES INDUSTRIAL
IssuerLogo Issuer BNP Paribas BNP Paribas
N01JB
ISINNLBNPFR1M5W0
Date issued 03/01/2023
Strike 42,000 PTS
Maturity 20/12/2024 (218 Days)
Parity 1000 : 1
Emission price 1.22
Emission volume N/A
Settlement Por diferencias
Currency EUR

Technical Indicators

Highest since issue 1.185
Lowest since issue 0.105
Delta0.44x
Omega 17.71
Premium7.51x
Gearing40.63x
Moneyness 0.9520
Difference Strike 2,045 PTS
Difference Strike %+4.87%
Spread 0.01
Spread %1.10%
Theoretical value 0.9050
Implied Volatility 10.32 %
Total Loss Probability 59.54 %
Intrinsic value 0.000000
Present value 0.9050
Break even 42,984.01 €
Theta-0.03x
Vega0.11x
Rho0.09x
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