BNP PARIBAS ARBITRAGE/PUT/S&P 500/3600/0.01/20.09.24 Stock BNP PARIBAS ARBITRAGE/PUT/S&P 500/3600/0.01/20.09.24
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BNP PARIBAS ARBITRAGE/PUT/S&P 500/3600/0.01/20.09.24 Share Price

Warrant

BR2MB

NLBNPFR1VPA0

Market Closed - Euronext Paris 09:25:52 11/06/2024 pm IST
0.04 EUR -11.11% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/S&P 500/3600/0.01/20.09.24
Current month-46.67%
1 month-46.67%

Comparison chart between the derivative product and it's underlying value

End-of-day quotes
Chart S&P 500
Chart BNP PARIBAS ARBITRAGE/PUT/S&P 500/3600/0.01/20.09.24

Latest news about S&P 500

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Static data

Product typeWarrants
Buy / SellPUT
Underlying S&P 500
IssuerLogo Issuer BNP Paribas BNP Paribas
BR2MB
ISINNLBNPFR1VPA0
Date issued 27/10/2023
Strike 3,600 PTS
Maturity 20/09/2024 (83 Days)
Parity 100 : 1
Emission price 0.97 €
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 1.065 €
Lowest since issue 0.04 €
Delta-0.01x
Omega 13.58
Premium34.27x
Gearing1134.92x
Moneyness 0.6582
Difference Strike -1,860 PTS
Difference Strike %-51.68%
Spread 0.01 €
Spread %20.00%
Theoretical value 0.0450
Implied Volatility 40.89 %
Total Loss Probability 98.02 %
Intrinsic value 0.000000
Present value 0.0450
Break even 3,595.18 €
Theta-0.01x
Vega0.01x
Rho-0x
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