Quotes BNP PARIBAS ARBITRAGE/CALL/ALSTOM/26/0.2/21.06.24

Warrant

S91MB

NLBNPFR1V848

Market Closed - Euronext Paris 03:42:22 27/05/2024 pm IST
0.001 EUR -93.33% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/ALSTOM/26/0.2/21.06.24
1 month-93.33%
3 months-93.33%

Performance

1 week-93.33%
1 month-93.33%
3 months-93.33%
6 months-95.00%
Current year-95.00%

Highs and lows

1 week
0.00
Extreme 0.001
0.02
1 month
0.00
Extreme 0.001
0.02

Historical data

DateOpeningHighLowEnd-of-dayVolume

Static data

Product typeWarrants
Buy / SellCALL
Underlying ALSTOM
IssuerLogo Issuer BNP Paribas BNP Paribas
S91MB
ISINNLBNPFR1V848
Date issued 27/09/2023
Strike 26
Maturity 21/06/2024 (14 Days)
Parity 5 : 1
Emission price 0.26
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 0.38
Lowest since issue 0.001
Delta0.06x
Omega 14.96
Premium32.14x
Gearing254.65x
Moneyness 0.7590
Difference Strike 8.3
Difference Strike %+31.92%
Spread 0.029
Spread %96.67%
Theoretical value 0.0155
Implied Volatility 63.31 %
Total Loss Probability 95.83 %
Intrinsic value 0.000000
Present value 0.0155
Break even 26.08 €
Theta-0.01x
Vega0x
Rho0x
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