BNP PARIBAS ARBITRAGE/CALL/S&P 500/4400/0.005/20.12.24 | Market Closed - BME 16:30:00 28/06/2024 BST | ||
| 5.73 EUR | +1.42% |
|
| Current month | +27.62% | ||
| 1 month | +16.70% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
S&P 500
| Date | Price | Change |
|---|---|---|
| 28/06/24 | 5.73 | +1.42% |
| 27/06/24 | 5.65 | +0.71% |
| 26/06/24 | 5.61 | +0.18% |
| 25/06/24 | 5.6 | -1.58% |
| 24/06/24 | 5.69 | +0.89% |
Delayed Quote BME
Last update June 28, 2024 at 04:30 pm
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | S&P 500 |
| Issuer | 
BNP Paribas
|
| K6968 | |
| ISIN | NLBNPES19YL1 |
| Date issued | 11/01/2024 |
| Strike | 4,400 PTS |
| Maturity | 20/12/2024 (174 Days) |
| Parity | 200 : 1 |
| Emission price | 2.69 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 5.75 € |
|---|---|
| Lowest since issue | 2.69 € |
| Delta | 0.97x |
| Omega | 4.355 |
| Premium | 2.24x |
| Gearing | 4.5x |
| Moneyness | 1.250 |
| Difference Strike | -1,060 PTS |
| Difference Strike % | -24.10% |
| Spread | 0.01 € |
| Spread % | 0.18% |
| Theoretical value | 5.705 |
| Implied Volatility | 20.21 % |
| Total Loss Probability | 4.368 % |
| Intrinsic value | 5.129 |
| Present value | 0.5760 |
| Break even | 5,622.10 € |
| Theta | -0.03x |
| Vega | 0.01x |
| Rho | 0.11x |
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