BNP PARIBAS ARBITRAGE/PUT/NASDAQ 100/10400/0.01/20.12.24 Share Price

Warrant

O11JB

NLBNPFR1M6M9

Market Closed - Euronext Paris 08:47:36 21/12/2023 pm IST
1.145 EUR +6.51% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/NASDAQ 100/10400/0.01/20.12.24
1 month-17.92%
3 months-51.79%

Static data

Product typeWarrants
Buy / SellPUT
Underlying NASDAQ 100
IssuerLogo Issuer BNP Paribas BNP Paribas
O11JB
ISINNLBNPFR1M6M9
Date issued 03/01/2023
Strike 10,400 PTS
Maturity 20/12/2024 (167 Days)
Parity 100 : 1
Emission price 9.33
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 10.6
Lowest since issue 1.045
Delta-0.05x
Omega 6.065
Premium38.31x
Gearing129.35x
Moneyness 0.6246
Difference Strike -9,992 PTS
Difference Strike %-96.08%
Spread 0.01
Spread %0.85%
Theoretical value 1.175
Implied Volatility 35.72 %
Total Loss Probability 90.79 %
Intrinsic value 0.000000
Present value 1.175
Break even 10,271.28 €
Theta-0.04x
Vega0.14x
Rho-0.13x
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