BNP PARIBAS ARBITRAGE/PUT/S&P 500/5100/0.01/20.12.24 Share Price

Warrant

3G2NB

NLBNPFR1YKI8

Market Closed - Euronext Paris 17:30:01 01/07/2024 BST
0.755 EUR +2.72% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/S&P 500/5100/0.01/20.12.24
Current month+5.44%
1 month-42.38%
Date Price Change
01/07/24 0.755 +2.72%
28/06/24 0.735 -3.92%
27/06/24 0.765 -2.55%
26/06/24 0.785 -4.85%
25/06/24 0.825 +3.77%

Real-time Euronext Paris

Last update July 01, 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
3G2NB
ISINNLBNPFR1YKI8
Date issued 21/02/2024
Strike 5,100 PTS
Maturity 20/12/2024 (172 Days)
Parity 100 : 1
Emission price 2.2
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 2.615
Lowest since issue 0.705
Delta-0.2x
Omega 13.58
Premium8.3x
Gearing67.55x
Moneyness 0.9318
Difference Strike -375.1 PTS
Difference Strike %-7.35%
Spread 0.01
Spread %1.32%
Theoretical value 0.7550
Implied Volatility 18.06 %
Total Loss Probability 76.23 %
Intrinsic value 0.000000
Present value 0.7550
Break even 5,018.98 €
Theta-0.02x
Vega0.1x
Rho-0.06x
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