BNP PARIBAS ARBITRAGE/CALL/S&P 500/5500/0.01/20.12.24 Share Price

Warrant

BH2NB

NLBNPFR1YKQ1

Market Closed - Euronext Paris 10:00:01 15/05/2024 pm IST
1.785 EUR +17.82% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/S&P 500/5500/0.01/20.12.24
Current month+55.02%
1 month+13.42%
Date Price Change
15/24/15 1.785 +17.82%
14/24/14 1.515 -1.94%
13/24/13 1.545 +1.98%
10/24/10 1.515 +3.41%
09/24/09 1.465 +3.53%

Real-time Euronext Paris

Last update May 15, 2024 at 10:00 pm IST

More quotes

Static data

Product typeWarrants
Buy / SellCALL
Underlying S&P 500
IssuerLogo Issuer BNP Paribas BNP Paribas
BH2NB
ISINNLBNPFR1YKQ1
Date issued 21/02/2024
Strike 5,500 PTS
Maturity 20/12/2024 (219 Days)
Parity 100 : 1
Emission price 1.04
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 2.205
Lowest since issue 0.945
Delta0.5x
Omega 13.67
Premium7.52x
Gearing27.28x
Moneyness 0.9629
Difference Strike 191.9 PTS
Difference Strike %+3.49%
Spread 0.01
Spread %0.56%
Theoretical value 1.785
Implied Volatility 12.55 %
Total Loss Probability 53.76 %
Intrinsic value 0.000000
Present value 1.785
Break even 5,694.11 €
Theta-0.05x
Vega0.15x
Rho0.13x
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