BNP PARIBAS ARBITRAGE/PUT/NASDAQ 100/14000/0.01/20.09.24 Share Price

Warrant

T12MB

NLBNPFR1VZD3

Market Closed - Euronext Paris 08:48:04 21/12/2023 pm IST
2.985 EUR +7.57% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/NASDAQ 100/14000/0.01/20.09.24
1 month-23.75%

Static data

Product typeWarrants
Buy / SellPUT
Underlying NASDAQ 100
IssuerLogo Issuer BNP Paribas BNP Paribas
T12MB
ISINNLBNPFR1VZD3
Date issued 21/11/2023
Strike 14,000 PTS
Maturity 20/09/2024 (76 Days)
Parity 100 : 1
Emission price 3.61
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 4.335
Lowest since issue 2.725
Delta-0.15x
Omega 7.469
Premium17.95x
Gearing49.27x
Moneyness 0.8408
Difference Strike -6,392 PTS
Difference Strike %-45.66%
Spread 0.01
Spread %0.32%
Theoretical value 3.085
Implied Volatility 27.69 %
Total Loss Probability 78.76 %
Intrinsic value 0.000000
Present value 3.085
Break even 13,662.05 €
Theta-0.09x
Vega0.3x
Rho-0.22x
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