Quotes BNP PARIBAS ARBITRAGE/PUT/SANOFI/75/0.2/20.12.24

Warrant

0C2NB

NLBNPFR1YGF2

Market Closed - Euronext Paris 17:30:01 02/07/2024 BST
0.25 EUR +19.05% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/SANOFI/75/0.2/20.12.24
3 months-45.65%

Quotes 5-day view

Real-time Euronext Paris
BNP PARIBAS ARBITRAGE/PUT/SANOFI/75/0.2/20.12.24(0C2NB) : Historical Chart (5-day)
  27/06/2024 28/06/2024 01/07/2024 02/07/2024
Last 0.28 € 0.26 € 0.21 € 0.25 €
Volume 26 19 18 20
Change +12.00% -7.14% -19.23% +19.05%
Opening 0.26 0.27 0.24 0.22
High 0.28 0.27 0.24 0.25
Low 0.25 0.24 0.21 0.22

Performance

Current month-3.85%
3 months-45.65%

Highs and lows

1 week
0.21
Extreme 0.21
0.28
1 month
0.21
Extreme 0.21
0.38

Historical data

DateOpeningHighLowEnd-of-dayVolume

Last transactions

fae2702ede.iVutBgmeooUNTGYPFKIa9g53t3tXd_amNxBtJzE80KU.sQjOXzqr68B5GAJHRJB5pEAf_AMtNIXPcWI7f2h56eq6NtRwVveX7lthNw
DatePriceVolumeDaily volume
16:42:58 0.25 1 19
16:27:56 0.24 1 18
16:22:56 0.23 1 17
16:12:54 0.24 1 16
15:52:52 0.23 1 15
15:42:51 0.24 1 14
15:07:47 0.23 1 13
15:02:46 0.25 1 12
14:37:43 0.24 1 11
13:37:36 0.23 1 10

Static data

Product typeWarrants
Buy / SellPUT
Underlying SANOFI
IssuerLogo Issuer BNP Paribas BNP Paribas
0C2NB
ISINNLBNPFR1YGF2
Date issued 19/02/2024
Strike 75
Maturity 20/12/2024 (171 Days)
Parity 5 : 1
Emission price 0.54
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 0.66
Lowest since issue 0.19
Delta-0.13x
Omega 9.294
Premium18.45x
Gearing72.35x
Moneyness 0.8293
Difference Strike -15.44
Difference Strike %-20.59%
Spread 0.08
Spread %27.59%
Theoretical value 0.2500
Implied Volatility 28.80 %
Total Loss Probability 82.55 %
Intrinsic value 0.000000
Present value 0.2500
Break even 73.75 €
Theta-0.01x
Vega0.03x
Rho-0.01x
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