Market Closed - Euronext Paris 08:48:25 21/12/2023 pm IST | ||
1.235 EUR | +6.93% |
1 month | -11.47% |
Comparison chart between the derivative product and it's underlying value
Latest news about DOW JONES INDUSTRIAL
Static data
Product type | Warrants |
---|---|
Buy / Sell | PUT |
Underlying | DOW JONES INDUSTRIAL |
Issuer | BNP Paribas |
Z02MB | |
ISIN | NLBNPFR1VYV8 |
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 |
Premium | 16.1x |
Gearing | 27.19x |
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 |
Vega | 0.13x |
Rho | -0.17x |
- Stock Market
- Warrants
- Z02MB Warrant