BNP PARIBAS ARBITRAGE/PUT/CAC 40/5500/0.005/20.12.24 Share Price

Warrant

I0DGB

NLBNPFR1DVG3

Market Closed - Euronext Paris 17:30:01 20/06/2024 BST
0.15 EUR -6.25% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/CAC 40/5500/0.005/20.12.24
Current month+36.36%
1 month+66.67%

Comparison chart between the derivative product and it's underlying value

End-of-day quotes
Chart CAC 40
Chart BNP PARIBAS ARBITRAGE/PUT/CAC 40/5500/0.005/20.12.24
Date Price Change
20/06/24 0.15 -6.25%
19/06/24 0.16 0.00%
18/06/24 0.16 -11.11%
17/06/24 0.18 -7.69%
14/06/24 0.195 +39.29%

Real-time Euronext Paris

Last update June 20, 2024 at 05:30 pm

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Static data

Product typeWarrants
Buy / SellPUT
Underlying CAC 40
IssuerLogo Issuer BNP Paribas BNP Paribas
I0DGB
ISINNLBNPFR1DVG3
Date issued 22/03/2022
Strike 5,500 PTS
Maturity 20/12/2024 (183 Days)
Parity 200 : 1
Emission price 3.25
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 3.555
Lowest since issue 0.085
Delta-0.04x
Omega 10.67
Premium28.68x
Gearing264.53x
Moneyness 0.7170
Difference Strike -2,171 PTS
Difference Strike %-39.48%
Spread 0.03
Spread %18.75%
Theoretical value 0.1450
Implied Volatility 30.21 %
Total Loss Probability 93.73 %
Intrinsic value 0.000000
Present value 0.1450
Break even 5,471.00 €
Theta-0.01x
Vega0.02x
Rho-0.01x
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