Quotes BNP PARIBAS ARBITRAGE/PUT/EUR/USD/1.12/100/20.09.24

Warrant

9Y2MB

NLBNPFR1VX57

Market Closed - Euronext Paris 15:18:09 21/12/2023 GMT
2.955 EUR -3.59% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/EUR/USD/1.12/100/20.09.24
1 month-7.51%

Performance

1 week+4.23%
1 month-7.51%

Highs and lows

1 week
2.86
Extreme 2.855
3.34
1 month
2.77
Extreme 2.765
4.34

Historical data

DateOpeningHighLowEnd-of-dayVolume

Static data

Product typeWarrants
Buy / SellPUT
Underlying EUR / USD
IssuerLogo Issuer BNP Paribas BNP Paribas
9Y2MB
ISINNLBNPFR1VX57
Date issued 16/11/2023
Strike 1.12 $
Maturity 20/09/2024 (75 Days)
Parity 0.01 : 1
Emission price 3.13
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 4.335
Lowest since issue 2.765
Delta-0.54x
Omega 18.14
Premium0.77x
Gearing33.62x
Moneyness 1.022
Difference Strike 0.0363 $
Difference Strike %+3.24%
Spread 0.01
Spread %0.34%
Theoretical value 2.975
Implied Volatility 7.451 %
Total Loss Probability 42.14 %
Intrinsic value 2.204
Present value 0.7708
Break even 1.087 €
Theta0.07x
Vega0.32x
Rho-0.39x
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