Market Closed - Euronext Paris 15:18:00 21/12/2023 GMT | ||
1.265 EUR | +7.66% |
|
1 month | -24.48% |
Comparison chart between the derivative product and it's underlying value
Static data
Product type | Warrants |
---|---|
Buy / Sell | PUT |
Underlying | S&P 500 |
Issuer | ![]() |
F32MB | |
ISIN | NLBNPFR1W0D9 |
Date issued | 21/11/2023 |
Strike | 4,500 PTS |
Maturity | 20/09/2024 (83 Days) |
Parity | 100 : 1 |
Emission price | 1.62 € |
Emission volume | N/A |
Settlement | Por diferencias |
Currency | EUR |
Technical Indicators
Highest since issue | 1.715 € |
---|---|
Lowest since issue | 1.165 € |
Delta | -0.26x |
Omega | 8.641 |
Premium | 8.58x |
Gearing | 32.81x |
Moneyness | 0.9447 |
Difference Strike | -960.5 PTS |
Difference Strike % | -21.34% |
Spread | 0.01 € |
Spread % | 0.75% |
Theoretical value | 1.325 |
Implied Volatility | 20.83 % |
Total Loss Probability | 67.69 % |
Intrinsic value | 0.000000 |
Present value | 1.325 |
Break even | 4,354.83 € |
Theta | -0.02x |
Vega | 0.12x |
Rho | -0.09x |
- Stock Market
- Warrants
- F32MB Warrant