BNP PARIBAS ARBITRAGE/PUT/GBP/USD/1.22/100/21.06.24 | Market Closed - Euronext Paris 11:03:54 29/05/2024 BST | ||
| 0.02 EUR | +33.33% |
|
| Current month | -96.84% | ||
| 1 month | -97.35% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
GBP / USD
| Date | Price | Change |
|---|---|---|
| 29/05/24 | 0.02 | +33.33% |
| 28/05/24 | 0.015 | 0.00% |
| 27/05/24 | 0.015 | -25.00% |
| 24/05/24 | 0.02 | -20.00% |
| 23/05/24 | 0.025 | 0.00% |
Real-time Euronext Paris
Last update May 29, 2024 at 11:03 am
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | PUT |
| Underlying | GBP / USD |
| Issuer | 
BNP Paribas
|
| Z2LNB | |
| ISIN | NLBNPFR1WZH2 |
| Date issued | 03/01/2024 |
| Strike | 1.22 $ |
| Maturity | 21/06/2024 (23 Days) |
| Parity | 0.01 : 1 |
| Emission price | 0.79 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 1.295 € |
|---|---|
| Lowest since issue | 0.015 € |
| Delta | -0.02x |
| Omega | 126.65 |
| Premium | 4.07x |
| Gearing | 5876.55x |
| Moneyness | 0.9594 |
| Difference Strike | -0.0509 $ |
| Difference Strike % | -4.17% |
| Spread | 0.02 € |
| Spread % | 66.67% |
| Theoretical value | 0.0200 |
| Implied Volatility | 8.424 % |
| Total Loss Probability | 97.73 % |
| Intrinsic value | 0.000000 |
| Present value | 0.0200 |
| Break even | 1.220 € |
| Theta | -0.01x |
| Vega | 0.02x |
| Rho | -0x |
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- Warrants
- Z2LNB Warrant
