Market Closed - Euronext Paris 15:18:04 21/12/2023 GMT | ||
1.615 EUR | +4.53% |
|
1 month | -7.45% |
Comparison chart between the derivative product and it's underlying value
Static data
Product type | Warrants |
---|---|
Buy / Sell | PUT |
Underlying | S&P 500 |
Issuer | ![]() |
X22MB | |
ISIN | NLBNPFR1W051 |
Date issued | 21/11/2023 |
Strike | 4,000 PTS |
Maturity | 19/12/2025 (538 Days) |
Parity | 100 : 1 |
Emission price | 1.64 € |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | EUR |
Technical Indicators
Highest since issue | 1.895 € |
---|---|
Lowest since issue | 1.525 € |
Delta | -0.17x |
Omega | 4.528 |
Premium | 19.83x |
Gearing | 26.27x |
Moneyness | 0.8397 |
Difference Strike | -1,460 PTS |
Difference Strike % | -36.51% |
Spread | 0.01 € |
Spread % | 0.60% |
Theoretical value | 1.655 |
Implied Volatility | 24.90 % |
Total Loss Probability | 72.50 % |
Intrinsic value | 0.000000 |
Present value | 1.655 |
Break even | 3,818.70 € |
Theta | -0.01x |
Vega | 0.15x |
Rho | -0.21x |
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