BNP PARIBAS ARBITRAGE/CALL/ADVANCED MICRO DEVICES/120/0.1/21.06.24 Share Price
Warrant
NR2MB
NLBNPFR1VPM5
Market Closed - Euronext Paris 15:18:04 21/12/2023 GMT | ||
2.655 EUR | -1.48% |
1 month | +67.51% |
Comparison chart between the derivative product and it's underlying value
Latest news about AMD (ADVANCED MICRO DEVICES)
Static data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | AMD (ADVANCED MICRO DEVICES) |
Issuer | BNP Paribas |
NR2MB | |
ISIN | NLBNPFR1VPM5 |
Date issued | 27/10/2023 |
Strike | 120 $ |
Maturity | 21/06/2024 (19 Days) |
Parity | 10 : 1 |
Emission price | 0.66 € |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | EUR |
Technical Indicators
Highest since issue | 2.995 € |
---|---|
Lowest since issue | 0.715 € |
Delta | 0.94x |
Omega | 4.600 |
Premium | 2.44x |
Gearing | 4.91x |
Moneyness | 1.218 |
Difference Strike | -47.01 $ |
Difference Strike % | -39.18% |
Spread | 0.01 € |
Spread % | 0.37% |
Theoretical value | 2.715 |
Implied Volatility | 22.91 % |
Total Loss Probability | 8.576 % |
Intrinsic value | 2.390 |
Present value | 0.3252 |
Break even | 149.74 € |
Theta | -0.02x |
Vega | 0.01x |
Rho | 0.05x |
Company Profile
Ratings for AMD (Advanced Micro Devices)
Consensus: AMD (Advanced Micro Devices)
- Stock Market
- Warrants
- NR2MB Warrant