Market Closed - Euronext Paris 15:18:09 21/12/2023 GMT | ||
2.955 EUR | -3.59% |
|
1 month | -7.51% |
Performance
1 week | +4.23% | ||
1 month | -7.51% |
Highs and lows
![Extreme 2.855](/images/extremecours_fleche.png)
![Extreme 2.765](/images/extremecours_fleche.png)
Historical data
Date | Opening | High | Low | End-of-day | Volume |
---|
Static data
Product type | Warrants |
---|---|
Buy / Sell | PUT |
Underlying | EUR / USD |
Issuer | ![]() |
9Y2MB | |
ISIN | NLBNPFR1VX57 |
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 |
Premium | 0.77x |
Gearing | 33.62x |
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 € |
Theta | 0.07x |
Vega | 0.32x |
Rho | -0.39x |
- Stock Market
- Warrants
- 9Y2MB Warrant
- Quotes BNP PARIBAS ARBITRAGE/PUT/EUR/USD/1.12/100/20.09.24