BNP PARIBAS ARBITRAGE/PUT/S&P 500/4000/0.01/20.12.24 Share Price

Warrant

N51JB

NLBNPFR1M995

Real-time Euronext Paris 13:33:14 16/07/2024 BST
0.125 EUR 0.00% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/S&P 500/4000/0.01/20.12.24
Current month-19.35%
1 month-35.90%
Date Price Change
16/07/24 0.125 0.00%
15/07/24 0.125 0.00%
12/07/24 0.125 -7.41%
11/07/24 0.135 +8.00%
10/07/24 0.125 -7.41%

Real-time Euronext Paris

Last update July 16, 2024 at 01:33 pm

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Static data

Product typeWarrants
Buy / SellPUT
Underlying S&P 500
IssuerLogo Issuer BNP Paribas BNP Paribas
N51JB
ISINNLBNPFR1M995
Date issued 03/01/2023
Strike 4,000 PTS
Maturity 20/12/2024 (157 Days)
Parity 100 : 1
Emission price 3.84
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 4.315
Lowest since issue 0.115
Delta-0.03x
Omega 11.88
Premium29.21x
Gearing413.27x
Moneyness 0.7103
Difference Strike -1,631 PTS
Difference Strike %-40.78%
Spread 0.01
Spread %7.69%
Theoretical value 0.1250
Implied Volatility 30.98 %
Total Loss Probability 95.51 %
Intrinsic value 0.000000
Present value 0.1250
Break even 3,986.37 €
Theta-0.01x
Vega0.02x
Rho-0.01x
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