BNP PARIBAS ARBITRAGE/CALL/DJ INDUSTRIAL/43000/0.001/19.12.25 Share Price

Warrant

P12MB

NLBNPFR1VZA9

Market Closed - Euronext Paris 08:48:03 21/12/2023 pm IST
1.425 EUR -5.94% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/DJ INDUSTRIAL/43000/0.001/19.12.25
1 month+93.88%

Comparison chart between the derivative product and it's underlying value

End-of-day quotes

Static data

Product typeWarrants
Buy / SellCALL
Underlying DOW JONES INDUSTRIAL
IssuerLogo Issuer BNP Paribas BNP Paribas
P12MB
ISINNLBNPFR1VZA9
Date issued 21/11/2023
Strike 43,000 PTS
Maturity 19/12/2025 (576 Days)
Parity 1000 : 1
Emission price 0.62
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 1.515
Lowest since issue 0.715
Delta0.42x
Omega 10.44
Premium18.14x
Gearing24.84x
Moneyness 0.8763
Difference Strike 3,329 PTS
Difference Strike %+7.74%
Spread 0.01
Spread %0.72%
Theoretical value 1.385
Implied Volatility 10.22 %
Total Loss Probability 63.45 %
Intrinsic value 0.000000
Present value 1.385
Break even 44,517.25 €
Theta-0.02x
Vega0.19x
Rho0.22x
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