BNP PARIBAS ARBITRAGE/CALL/STMICROELECTRONICS/45/0.5/20.09.24 Stock BNP PARIBAS ARBITRAGE/CALL/STMICROELECTRONICS/45/0.5/20.09.24
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Quotes BNP PARIBAS ARBITRAGE/CALL/STMICROELECTRONICS/45/0.5/20.09.24

Warrant

C0LNB

NLBNPFR1WXI5

Market Closed - Euronext Paris 08:48:06 21/12/2023 pm IST
2.415 EUR +2.99% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/STMICROELECTRONICS/45/0.5/20.09.24

Historical data

DateOpeningHighLowEnd-of-dayVolume

Static data

Product typeWarrants
Buy / SellCALL
Underlying STMICROELECTRONICS N.V.
IssuerLogo Issuer BNP Paribas BNP Paribas
C0LNB
ISINNLBNPFR1WXI5
Date issued 15/12/2023
Strike 45 €
Maturity 20/09/2024 (78 Days)
Parity 2 : 1
Emission price 2.19 €
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 2.475 €
Lowest since issue 2.105 €
Delta0.5x
Omega 4.231
Premium20.84x
Gearing8.44x
Moneyness 0.9174
Difference Strike 6.91 €
Difference Strike %+15.36%
Spread 0.03 €
Spread %1.22%
Theoretical value 2.445
Implied Volatility 43.67 %
Total Loss Probability 63.94 %
Intrinsic value 0.000000
Present value 2.445
Break even 49.89 €
Theta-0.05x
Vega0.07x
Rho0.05x
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  4. Quotes BNP PARIBAS ARBITRAGE/CALL/STMICROELECTRONICS/45/0.5/20.09.24