BNP PARIBAS ARBITRAGE/CALL/S&P 500/5400/0.01/20.12.24 | Market Closed - Euronext Paris 10:00:01 28/06/2024 pm IST | ||
| 3.215 EUR | +1.26% |
|
| Current month | +93.22% | ||
| 1 month | +46.53% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
S&P 500
| Date | Price | Change |
|---|---|---|
| 28/24/28 | 3.275 | +3.15% |
| 27/24/27 | 3.175 | 0.00% |
| 26/24/26 | 3.175 | +2.25% |
| 25/24/25 | 3.105 | -4.90% |
| 24/24/24 | 3.265 | +0.93% |
Real-time Euronext Paris
Last update June 28, 2024 at 10:00 pm IST
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | S&P 500 |
| Issuer | 
BNP Paribas
|
| 4XMNB | |
| ISIN | NLBNPFR1XAI1 |
| Date issued | 03/01/2024 |
| Strike | 5,400 PTS |
| Maturity | 20/12/2024 (174 Days) |
| Parity | 100 : 1 |
| Emission price | 0.8 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 3.485 € |
|---|---|
| Lowest since issue | 0.645 € |
| Delta | 0.69x |
| Omega | 10.92 |
| Premium | 4.64x |
| Gearing | 15.94x |
| Moneyness | 1.017 |
| Difference Strike | -60.48 PTS |
| Difference Strike % | -1.12% |
| Spread | 0.01 € |
| Spread % | 0.31% |
| Theoretical value | 3.215 |
| Implied Volatility | 14.19 % |
| Total Loss Probability | 35.04 % |
| Intrinsic value | 0.8393 |
| Present value | 2.376 |
| Break even | 5,744.50 € |
| Theta | -0.07x |
| Vega | 0.13x |
| Rho | 0.16x |
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- 4XMNB Warrant
