BNP PARIBAS ARBITRAGE/PUT/NASDAQ 100/12800/0.01/20.09.24 Share Price

Warrant

G7GMB

NLBNPFR1U782

Market Closed - Euronext Paris 08:48:13 21/12/2023 pm IST
1.875 EUR +7.45% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/NASDAQ 100/12800/0.01/20.09.24
1 month-23.00%
3 months-59.55%

Static data

Product typeWarrants
Buy / SellPUT
Underlying NASDAQ 100
IssuerLogo Issuer BNP Paribas BNP Paribas
G7GMB
ISINNLBNPFR1U782
Date issued 21/08/2023
Strike 12,800 PTS
Maturity 20/09/2024 (76 Days)
Parity 100 : 1
Emission price 4.93
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 6.285
Lowest since issue 1.685
Delta-0.1x
Omega 7.476
Premium24.4x
Gearing78.15x
Moneyness 0.7688
Difference Strike -7,592 PTS
Difference Strike %-59.31%
Spread 0.01
Spread %0.51%
Theoretical value 1.945
Implied Volatility 30.55 %
Total Loss Probability 85.34 %
Intrinsic value 0.000000
Present value 1.945
Break even 12,586.95 €
Theta-0.07x
Vega0.22x
Rho-0.15x
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