Quotes BNP PARIBAS ARBITRAGE/CALL/ACCOR S.A./46/0.2/20.09.24

Warrant

1GNOB

NLBNPFR20CU5

Market Closed - Euronext Paris 09:25:18 11/06/2024 pm IST
0.04 EUR -38.46% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/ACCOR S.A./46/0.2/20.09.24
Current month-46.67%
1 month-75.76%

Performance

1 week-46.67%
Current month-46.67%
1 month-75.76%

Highs and lows

1 week
0.04
Extreme 0.04
0.09
1 month
0.04
Extreme 0.04
0.19

Historical data

DateOpeningHighLowEnd-of-dayVolume

Static data

Product typeWarrants
Buy / SellCALL
Underlying ACCOR
IssuerLogo Issuer BNP Paribas BNP Paribas
1GNOB
ISINNLBNPFR20CU5
Date issued 08/05/2024
Strike 46
Maturity 20/09/2024 (85 Days)
Parity 5 : 1
Emission price 0.15
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 0.215
Lowest since issue 0.04
Delta0.12x
Omega 17.63
Premium17.54x
Gearing143.16x
Moneyness 0.8559
Difference Strike 7.49
Difference Strike %+16.28%
Spread 0.03
Spread %42.86%
Theoretical value 0.0550
Implied Volatility 24.99 %
Total Loss Probability 90.68 %
Intrinsic value 0.000000
Present value 0.0550
Break even 46.28 €
Theta-0.01x
Vega0.01x
Rho0x
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  4. Quotes BNP PARIBAS ARBITRAGE/CALL/ACCOR S.A./46/0.2/20.09.24