BNP PARIBAS ARBITRAGE/CALL/CAC 40/7950/0.005/20.09.24 | Market Closed - Euronext Paris 17:08:39 05/07/2024 BST | ||
| 0.565 EUR | -15.04% |
|
| Current month | +29.89% | ||
| 1 month | -64.13% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
CAC 40
| Date | Price | Change |
|---|---|---|
| 05/07/24 | 0.565 | -15.04% |
| 04/07/24 | 0.665 | +24.30% |
| 03/07/24 | 0.535 | +35.44% |
| 02/07/24 | 0.395 | -16.84% |
| 01/07/24 | 0.475 | +9.20% |
Real-time Euronext Paris
Last update July 05, 2024 at 05:08 pm
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | CAC 40 |
| Issuer | 
BNP Paribas
|
| 5AMNB | |
| ISIN | NLBNPFR1X4B4 |
| Date issued | 03/01/2024 |
| Strike | 7,950 PTS |
| Maturity | 20/09/2024 (76 Days) |
| Parity | 200 : 1 |
| Emission price | 0.99 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 2.445 € |
|---|---|
| Lowest since issue | 0.35 € |
| Delta | 0.35x |
| Omega | 23.96 |
| Premium | 5.02x |
| Gearing | 69.15x |
| Moneyness | 0.9655 |
| Difference Strike | 274.4 PTS |
| Difference Strike % | +3.45% |
| Spread | 0.03 € |
| Spread % | 5.26% |
| Theoretical value | 0.5550 |
| Implied Volatility | 14.04 % |
| Total Loss Probability | 67.70 % |
| Intrinsic value | 0.000000 |
| Present value | 0.5550 |
| Break even | 8,061.00 € |
| Theta | -0.05x |
| Vega | 0.07x |
| Rho | 0.03x |
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