BNP PARIBAS ARBITRAGE/CALL/S&P 500/5100/0.01/20.09.24 Stock BNP PARIBAS ARBITRAGE/CALL/S&P 500/5100/0.01/20.09.24
Add to a list
To use this feature you must be a member
Log inSign up

Quotes BNP PARIBAS ARBITRAGE/CALL/S&P 500/5100/0.01/20.09.24

Warrant

XB3MB

NLBNPFR1W6L9

Market Closed - Euronext Paris 15:23:19 21/12/2023 GMT
1.245 EUR -10.75% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/S&P 500/5100/0.01/20.09.24

Performance

1 week+6.87%

Highs and lows

1 week
1.09
Extreme 1.085
1.40

Historical data

DateOpeningHighLowEnd-of-dayVolume

Static data

Product typeWarrants
Buy / SellCALL
Underlying S&P 500
IssuerLogo Issuer BNP Paribas BNP Paribas
XB3MB
ISINNLBNPFR1W6L9
Date issued 22/11/2023
Strike 5,100 PTS
Maturity 20/09/2024 (83 Days)
Parity 100 : 1
Emission price 0.61 €
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 1.395 €
Lowest since issue 0.655 €
Delta0.4x
Omega 14.84
Premium9.77x
Gearing37.01x
Moneyness 0.9340
Difference Strike -360.5 PTS
Difference Strike %-7.07%
Spread 0.01 €
Spread %0.85%
Theoretical value 1.175
Implied Volatility 11.96 %
Total Loss Probability 63.72 %
Intrinsic value 0.000000
Present value 1.175
Break even 5,228.72 €
Theta-0.04x
Vega0.14x
Rho0.11x
  1. Stock Market
  2. Warrants
  3. XB3MB Warrant
  4. Quotes BNP PARIBAS ARBITRAGE/CALL/S&P 500/5100/0.01/20.09.24