BNP PARIBAS ARBITRAGE/CALL/S&P 500/5000/0.005/21.06.24 Share Price

Warrant

K5383

NLBNPES1M1E8

Real-time Bid/Ask 16:26:40 14/05/2024 BST
1.28 EUR / 1.29 EUR +1.98% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/S&P 500/5000/0.005/21.06.24
Current month+43.18%
1 month-5.26%
Date Price Change
13/05/24 1.26 0.00%
10/05/24 1.26 +3.28%
09/05/24 1.22 +6.09%
08/05/24 1.15 -4.17%
07/05/24 1.2 +13.21%

Delayed Quote BME

Last update May 13, 2024 at 04:30 pm

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Static data

Product typeWarrants
Buy / SellCALL
Underlying S&P 500
IssuerLogo Issuer BNP Paribas BNP Paribas
K5383
ISINNLBNPES1M1E8
Date issued 31/08/2023
Strike 5,000 PTS
Maturity 21/06/2024 (38 Days)
Parity 200 : 1
Emission price 0.3
Emission volume N/A
Settlement Por diferencias
Currency EUR

Technical Indicators

Highest since issue 1.69
Lowest since issue 0.13
Delta0.85x
Omega 16.34
Premium0.92x
Gearing19.23x
Moneyness 1.045
Difference Strike -225.3 PTS
Difference Strike %-4.51%
Spread 0.01
Spread %0.79%
Theoretical value 1.285
Implied Volatility 15.40 %
Total Loss Probability 16.08 %
Intrinsic value 1.063
Present value 0.2216
Break even 5,278.00 €
Theta-0.05x
Vega0.02x
Rho0.02x
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