BNP PARIBAS ARBITRAGE/CALL/S&P 500/4400/0.005/21.03.25 Share Price

Warrant

K9785

NLBNPES1W4W2

Market Closed - BME 09:00:00 28/06/2024 pm IST
6.06 EUR +1.34% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/S&P 500/4400/0.005/21.03.25
Date Price Change
28/24/28 6.06 +1.34%
27/24/27 5.98 +0.67%
26/24/26 5.94 0.00%
25/24/25 5.94 -1.33%
24/24/24 6.02 +0.67%

Delayed Quote BME

Last update June 28, 2024 at 09:00 pm IST

More quotes

Static data

Product typeWarrants
Buy / SellCALL
Underlying S&P 500
IssuerLogo Issuer BNP Paribas BNP Paribas
K9785
ISINNLBNPES1W4W2
Date issued 14/06/2024
Strike 4,400 PTS
Maturity 21/03/2025 (265 Days)
Parity 200 : 1
Emission price 5.24
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 6.08
Lowest since issue 5.24
Delta0.95x
Omega 4.022
Premium3.57x
Gearing4.25x
Moneyness 1.250
Difference Strike -1,060 PTS
Difference Strike %-24.10%
Spread 0.01
Spread %0.17%
Theoretical value 6.045
Implied Volatility 20.13 %
Total Loss Probability 7.409 %
Intrinsic value 5.129
Present value 0.9160
Break even 5,694.94 €
Theta-0.03x
Vega0.02x
Rho0.17x
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