Quotes BNP PARIBAS ARBITRAGE/CALL/KERING/450/0.02/20.09.24

Warrant

R3MNB

NLBNPFR1XDQ8

Market Closed - Euronext Paris 16:56:00 11/06/2024 BST
0.01 EUR -89.47% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/KERING/450/0.02/20.09.24
Current month-89.47%
1 month-91.30%

Performance

1 week-89.47%
Current month-89.47%
1 month-91.30%
3 months-98.29%

Highs and lows

1 week
0.01
Extreme 0.01
0.10
1 month
0.01
Extreme 0.01
0.13

Historical data

DateOpeningHighLowEnd-of-dayVolume

Static data

Product typeWarrants
Buy / SellCALL
Underlying KERING
IssuerLogo Issuer BNP Paribas BNP Paribas
R3MNB
ISINNLBNPFR1XDQ8
Date issued 03/01/2024
Strike 450
Maturity 20/09/2024 (90 Days)
Parity 50 : 1
Emission price 0.35
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 0.79
Lowest since issue 0.01
Delta0.13x
Omega 8.550
Premium42.4x
Gearing67.23x
Moneyness 0.7097
Difference Strike 129.9
Difference Strike %+28.87%
Spread 0.17
Spread %94.44%
Theoretical value 0.0950
Implied Volatility 49.72 %
Total Loss Probability 91.95 %
Intrinsic value 0.000000
Present value 0.0950
Break even 454.75 €
Theta-0.01x
Vega0.01x
Rho0x
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