BNP PARIBAS ARBITRAGE/CALL/S&P 500/5200/0.01/20.09.24 Share Price

Warrant

1XMNB

NLBNPFR1XAF7

Real-time Euronext Paris 02:51:59 27/06/2024 pm IST
3.535 EUR -1.12% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/S&P 500/5200/0.01/20.09.24
Current month+98.06%
1 month+43.86%

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

End-of-day quotes
Chart S&P 500
Chart BNP PARIBAS ARBITRAGE/CALL/S&P 500/5200/0.01/20.09.24
Date Price Change
27/24/27 3.535 -1.12%
26/24/26 3.575 +3.47%
25/24/25 3.455 -5.47%
24/24/24 3.655 +0.83%
21/24/21 3.625 -1.09%

Real-time Euronext Paris

Last update June 27, 2024 at 02:51 pm IST

More quotes

Static data

Product typeWarrants
Buy / SellCALL
Underlying S&P 500
IssuerLogo Issuer BNP Paribas BNP Paribas
1XMNB
ISINNLBNPFR1XAF7
Date issued 03/01/2024
Strike 5,200 PTS
Maturity 20/09/2024 (86 Days)
Parity 100 : 1
Emission price 0.86
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 3.955
Lowest since issue 0.645
Delta0.84x
Omega 12.33
Premium1.75x
Gearing14.66x
Moneyness 1.053
Difference Strike -277.9 PTS
Difference Strike %-5.34%
Spread 0.01
Spread %0.29%
Theoretical value 3.525
Implied Volatility 14.38 %
Total Loss Probability 18.57 %
Intrinsic value 2.599
Present value 0.9260
Break even 5,576.91 €
Theta-0.08x
Vega0.06x
Rho0.1x
  1. Stock Market
  2. Warrants
  3. 1XMNB Warrant