BNP PARIBAS ARBITRAGE/PUT/IBEX 35/11300/0.001/20.09.24 Share Price

Warrant

K6538

NLBNPES1XO40

Market Closed - BME 16:30:00 23/05/2024 BST
0.39 EUR +2.63% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/IBEX 35/11300/0.001/20.09.24
Current month-43.48%
1 month-33.90%
Date Price Change
23/05/24 0.39 +2.63%
22/05/24 0.38 0.00%
21/05/24 0.38 0.00%
20/05/24 0.38 -2.56%
17/05/24 0.39 -4.88%

Delayed Quote BME

Last update May 23, 2024 at 04:30 pm

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Static data

Product typeWarrants
Buy / SellPUT
Underlying IBEX 35
IssuerLogo Issuer BNP Paribas BNP Paribas
K6538
ISINNLBNPES1XO40
Date issued 11/01/2024
Strike 11,300 PTS
Maturity 20/09/2024 (120 Days)
Parity 1000 : 1
Emission price 1.26
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 1.54
Lowest since issue 0.38
Delta-0.43x
Omega 12.54
Premium3.5x
Gearing29.38x
Moneyness 0.9990
Difference Strike -11.1 PTS
Difference Strike %-0.10%
Spread 0.01
Spread %2.56%
Theoretical value 0.3850
Implied Volatility 17.80 %
Total Loss Probability 53.27 %
Intrinsic value 0.000000
Present value 0.3850
Break even 10,915.00 €
Theta-0.01x
Vega0.03x
Rho-0.02x
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