BNP PARIBAS ARBITRAGE/CALL/ASM INTERNATIONAL/625/0.1/21.06.24 Share Price
Warrant
DV1NB
NLBNPFR1Y206
Market Closed - Euronext Paris 17:30:02 31/05/2024 BST | ||
2.885 EUR | -23.98% |
1 month | +24.52% | ||
3 months | +11.99% |
Comparison chart between the derivative product and it's underlying value
Date | Price | Change |
---|---|---|
31/05/24 | 2.895 | -23.72% |
30/05/24 | 3.795 | -11.02% |
29/05/24 | 4.265 | -13.93% |
28/05/24 | 4.955 | +4.21% |
27/05/24 | 4.755 | -9.34% |
Real-time Euronext Paris
Last update May 31, 2024 at 05:30 pm
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | ASM INTERNATIONAL N.V. |
Issuer | BNP Paribas |
DV1NB | |
ISIN | NLBNPFR1Y206 |
Date issued | 26/01/2024 |
Strike | 625 € |
Maturity | 21/06/2024 (19 Days) |
Parity | 10 : 1 |
Emission price | 1.96 € |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | EUR |
Technical Indicators
Highest since issue | 6.085 € |
---|---|
Lowest since issue | 0.965 € |
Delta | 0.65x |
Omega | 14.37 |
Premium | 2.13x |
Gearing | 22.19x |
Moneyness | 1.024 |
Difference Strike | -15.2 € |
Difference Strike % | -2.43% |
Spread | 0.03 € |
Spread % | 1.03% |
Theoretical value | 2.885 |
Implied Volatility | 32.17 % |
Total Loss Probability | 38.16 % |
Intrinsic value | 1.520 |
Present value | 1.365 |
Break even | 653.85 € |
Theta | -0.33x |
Vega | 0.06x |
Rho | 0.02x |
Company Profile
Consensus: ASM International N.V.
- Stock Market
- Warrants
- DV1NB Warrant