BNP PARIBAS ARBITRAGE/PUT/NASDAQ 100/14400/0.01/20.09.24 Share Price

Warrant

R7GMB

NLBNPFR1U7I5

Market Closed - Euronext Paris 15:17:51 21/12/2023 GMT
3.475 EUR +7.09% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/NASDAQ 100/14400/0.01/20.09.24
1 month-24.21%
3 months-57.85%

Static data

Product typeWarrants
Buy / SellPUT
Underlying NASDAQ 100
IssuerLogo Issuer BNP Paribas BNP Paribas
R7GMB
ISINNLBNPFR1U7I5
Date issued 21/08/2023
Strike 14,400 PTS
Maturity 20/09/2024 (76 Days)
Parity 100 : 1
Emission price 8.54
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 11.08
Lowest since issue 3.185
Delta-0.18x
Omega 7.427
Premium15.88x
Gearing42.16x
Moneyness 0.8649
Difference Strike -5,992 PTS
Difference Strike %-41.61%
Spread 0.01
Spread %0.28%
Theoretical value 3.605
Implied Volatility 26.81 %
Total Loss Probability 75.99 %
Intrinsic value 0.000000
Present value 3.605
Break even 14,005.11 €
Theta-0.09x
Vega0.33x
Rho-0.25x
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