BNP PARIBAS ARBITRAGE/PUT/DJ INDUSTRIAL/33000/0.001/19.12.25 Share Price

Warrant

Z02MB

NLBNPFR1VYV8

Market Closed - Euronext Paris 08:48:25 21/12/2023 pm IST
1.235 EUR +6.93% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/DJ INDUSTRIAL/33000/0.001/19.12.25
1 month-11.47%

Static data

Product typeWarrants
Buy / SellPUT
Underlying DOW JONES INDUSTRIAL
IssuerLogo Issuer BNP Paribas BNP Paribas
Z02MB
ISINNLBNPFR1VYV8
Date issued 21/11/2023
Strike 33,000 PTS
Maturity 19/12/2025 (531 Days)
Parity 1000 : 1
Emission price 1.31
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 1.455
Lowest since issue 1.145
Delta-0.19x
Omega 5.092
Premium16.1x
Gearing27.19x
Moneyness 0.8757
Difference Strike -6,376 PTS
Difference Strike %-19.32%
Spread 0.01
Spread %0.79%
Theoretical value 1.265
Implied Volatility 22.05 %
Total Loss Probability 71.92 %
Intrinsic value 0.000000
Present value 1.265
Break even 31,614.26 €
Theta-0.01x
Vega0.13x
Rho-0.17x
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