BNP PARIBAS ARBITRAGE/CALL/ALIBABA GROUP ADR/105/0.1/20.12.24 Share Price
Warrant
Z2NOB
NLBNPFR20K86
Market Closed - Euronext Paris 17:30:02 10/06/2024 BST | ||
0.21 EUR | +2.44% |
|
Current month | +7.69% |
Comparison chart between the derivative product and it's underlying value
Latest news about ALIBABA GROUP HOLDING LIMITED
Static data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | ALIBABA GROUP HOLDING LIMITED |
Issuer | ![]() |
Z2NOB | |
ISIN | NLBNPFR20K86 |
Date issued | 20/05/2024 |
Strike | 105 $ |
Maturity | 20/12/2024 (177 Days) |
Parity | 10 : 1 |
Emission price | 0.45 € |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | EUR |
Technical Indicators
Highest since issue | 0.515 € |
---|---|
Lowest since issue | 0.18 € |
Delta | 0.2x |
Omega | 6.607 |
Premium | 43.41x |
Gearing | 33.18x |
Moneyness | 0.7123 |
Difference Strike | 30.83 $ |
Difference Strike % | +29.36% |
Spread | 0.02 € |
Spread % | 9.09% |
Theoretical value | 0.2100 |
Implied Volatility | 44.73 % |
Total Loss Probability | 87.64 % |
Intrinsic value | 0.000000 |
Present value | 0.2100 |
Break even | 107.25 € |
Theta | -0.01x |
Vega | 0.01x |
Rho | 0x |
Company Profile
Ratings for Alibaba Group Holding Limited
Consensus: Alibaba Group Holding Limited
![Consensus](/images/consensus_flch.gif)
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