BNP PARIBAS ARBITRAGE/PUT/S&P 500/4800/0.01/21.06.24 Share Price

Warrant

8VMNB

NLBNPFR1XA29

Market Closed - Euronext Paris 17:30:02 31/05/2024 BST
0.055 EUR +22.22% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/S&P 500/4800/0.01/21.06.24
Current month-80.70%
1 month-80.70%
Date Price Change
31/05/24 0.055 +22.22%
30/05/24 0.045 -.--%
29/05/24 0.045 +28.57%
28/05/24 0.035 -.--%
27/05/24 0.035 -22.22%

Real-time Euronext Paris

Last update May 31, 2024 at 05:30 pm

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Static data

Product typeWarrants
Buy / SellPUT
Underlying S&P 500
IssuerLogo Issuer BNP Paribas BNP Paribas
8VMNB
ISINNLBNPFR1XA29
Date issued 03/01/2024
Strike 4,800 PTS
Maturity 21/06/2024 (21 Days)
Parity 100 : 1
Emission price 1.28
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 1.845
Lowest since issue 0.035
Delta-0.05x
Omega 44.91
Premium7.82x
Gearing871.56x
Moneyness 0.9229
Difference Strike -477.5 PTS
Difference Strike %-9.95%
Spread 0.01
Spread %16.67%
Theoretical value 0.0550
Implied Volatility 21.68 %
Total Loss Probability 94.27 %
Intrinsic value 0.000000
Present value 0.0550
Break even 4,794.03 €
Theta-0.04x
Vega0.01x
Rho-0x
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