BNP PARIBAS ARBITRAGE/CALL/S&P 500/5200/0.005/20.09.24 | Market Closed - BME 09:00:00 28/06/2024 pm IST | ||
| 1.9 EUR | +3.83% |
|
| Current month | +86.27% | ||
| 1 month | +43.94% |
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 | 1.9 | +3.83% |
| 27/24/27 | 1.83 | +2.23% |
| 26/24/26 | 1.79 | -0.56% |
| 25/24/25 | 1.8 | -4.76% |
| 24/24/24 | 1.89 | +2.72% |
Delayed Quote BME
Last update June 28, 2024 at 09:00 pm IST
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | S&P 500 |
| Issuer | 
BNP Paribas
|
| K6956 | |
| ISIN | NLBNPES1OT53 |
| Date issued | 11/01/2024 |
| Strike | 5,200 PTS |
| Maturity | 20/09/2024 (83 Days) |
| Parity | 200 : 1 |
| Emission price | 0.28 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 1.95 € |
|---|---|
| Lowest since issue | 0.28 € |
| Delta | 0.82x |
| Omega | 11.17 |
| Premium | 1.93x |
| Gearing | 13.61x |
| Moneyness | 1.057 |
| Difference Strike | -260.5 PTS |
| Difference Strike % | -5.01% |
| Spread | 0.01 € |
| Spread % | 0.53% |
| Theoretical value | 1.885 |
| Implied Volatility | 16.11 % |
| Total Loss Probability | 20.04 % |
| Intrinsic value | 1.390 |
| Present value | 0.4947 |
| Break even | 5,603.91 € |
| Theta | -0.04x |
| Vega | 0.03x |
| Rho | 0.05x |
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- Warrants
- K6956 Warrant
