BNP PARIBAS ARBITRAGE/PUT/S&P 500/4000/0.01/19.12.25 Share Price

Warrant

X22MB

NLBNPFR1W051

Market Closed - Euronext Paris 15:18:04 21/12/2023 GMT
1.615 EUR +4.53% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/S&P 500/4000/0.01/19.12.25
1 month-7.45%

Static data

Product typeWarrants
Buy / SellPUT
Underlying S&P 500
IssuerLogo Issuer BNP Paribas BNP Paribas
X22MB
ISINNLBNPFR1W051
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
Premium19.83x
Gearing26.27x
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
Vega0.15x
Rho-0.21x
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