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% |
1 month | +93.88% |
Comparison chart between the derivative product and it's underlying value
Static data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | DOW JONES INDUSTRIAL |
Issuer | BNP Paribas |
P12MB | |
ISIN | NLBNPFR1VZA9 |
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 € |
Delta | 0.42x |
Omega | 10.44 |
Premium | 18.14x |
Gearing | 24.84x |
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 |
Vega | 0.19x |
Rho | 0.22x |
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