BNP PARIBAS ARBITRAGE/PUT/S&P 500/5200/0.005/20.09.24 Share Price

Warrant

K6986

NLBNPES1IR79

Market Closed - BME 16:30:00 28/06/2024 BST
0.25 EUR -7.41% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/S&P 500/5200/0.005/20.09.24
Current month-60.32%
1 month-47.92%
Date Price Change
28/06/24 0.25 -7.41%
27/06/24 0.27 -6.90%
26/06/24 0.29 -.--%
25/06/24 0.29 +3.57%
24/06/24 0.28 -9.68%

Delayed Quote BME

Last update June 28, 2024 at 04:30 pm

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Static data

Product typeWarrants
Buy / SellPUT
Underlying S&P 500
IssuerLogo Issuer BNP Paribas BNP Paribas
K6986
ISINNLBNPES1IR79
Date issued 11/01/2024
Strike 5,200 PTS
Maturity 20/09/2024 (82 Days)
Parity 200 : 1
Emission price 1.94
Emission volume N/A
Settlement Por diferencias
Currency EUR

Technical Indicators

Highest since issue 1.96
Lowest since issue 0.25
Delta-0.2x
Omega 20.62
Premium6.37x
Gearing104.73x
Moneyness 0.9458
Difference Strike -260.5 PTS
Difference Strike %-5.01%
Spread 0.01
Spread %4.00%
Theoretical value 0.2450
Implied Volatility 17.47 %
Total Loss Probability 77.90 %
Intrinsic value 0.000000
Present value 0.2450
Break even 5,147.50 €
Theta-0.02x
Vega0.03x
Rho-0.01x
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