Quotes BNP PARIBAS ARBITRAGE/CALL/SCHNEIDER ELECTRIC/200/0.1/20.09.24

Warrant

I2KNB

NLBNPFR1WLA7

Real-time Euronext Paris 08:27:44 21/12/2023 pm IST
0.815 EUR -3.55% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/SCHNEIDER ELECTRIC/200/0.1/20.09.24

Performance

1 week+7.95%

Highs and lows

1 week
0.77
Extreme 0.765
0.88

Historical data

DateOpeningHighLowEnd-of-dayVolume

Static data

Product typeWarrants
Buy / SellCALL
Underlying SCHNEIDER ELECTRIC SE
IssuerLogo Issuer BNP Paribas BNP Paribas
I2KNB
ISINNLBNPFR1WLA7
Date issued 04/12/2023
Strike 200
Maturity 20/09/2024 (86 Days)
Parity 10 : 1
Emission price 0.38
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 0.875
Lowest since issue 0.44
Delta0.33x
Omega 6.976
Premium20.25x
Gearing21.24x
Moneyness 0.8655
Difference Strike -26.6
Difference Strike %-13.30%
Spread 0.03
Spread %3.61%
Theoretical value 0.8150
Implied Volatility 29.42 %
Total Loss Probability 74.99 %
Intrinsic value 0.000000
Present value 0.8150
Break even 208.15 €
Theta-0.03x
Vega0.05x
Rho0.03x
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