BNP PARIBAS ARBITRAGE/PUT/NASDAQ 100/12000/0.01/20.09.24 Share Price

Warrant

D7GMB

NLBNPFR1U758

Market Closed - Euronext Paris 08:47:52 21/12/2023 pm IST
1.375 EUR +7.84% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/NASDAQ 100/12000/0.01/20.09.24
1 month-22.54%
3 months-59.97%

Static data

Product typeWarrants
Buy / SellPUT
Underlying NASDAQ 100
IssuerLogo Issuer BNP Paribas BNP Paribas
D7GMB
ISINNLBNPFR1U758
Date issued 21/08/2023
Strike 12,000 PTS
Maturity 20/09/2024 (76 Days)
Parity 100 : 1
Emission price 3.69
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 4.645
Lowest since issue 1.225
Delta-0.07x
Omega 7.429
Premium28.86x
Gearing106.67x
Moneyness 0.7207
Difference Strike -8,392 PTS
Difference Strike %-69.93%
Spread 0.01
Spread %0.70%
Theoretical value 1.425
Implied Volatility 32.59 %
Total Loss Probability 88.61 %
Intrinsic value 0.000000
Present value 1.425
Break even 11,843.91 €
Theta-0.06x
Vega0.17x
Rho-0.12x
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