BNP PARIBAS ARBITRAGE/PUT/S&P 500/4400/0.001/18.09.24 | Market Closed - Borsa Italiana 01:34:59 29/06/2024 am IST | ||
| 0.007 EUR | 0.00% |
|
| Current month | -53.57% | ||
| 1 month | -56.67% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
S&P 500
| Date | Price | Change |
|---|---|---|
| 28/24/28 | 0.0065 | -7.14% |
| 27/24/27 | 0.007 | -6.67% |
| 26/24/26 | 0.0075 | -6.25% |
| 25/24/25 | 0.008 | -5.88% |
| 24/24/24 | 0.0085 | -5.56% |
Real-time Borsa Italiana
Last update June 29, 2024 at 01:34 am IST
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | PUT |
| Underlying | S&P 500 |
| Issuer | 
BNP Paribas
|
| P1WUA3 | |
| ISIN | NLBNPIT1WUA3 |
| Date issued | 20/11/2023 |
| Strike | 4,400 PTS |
| Maturity | 18/09/2024 (81 Days) |
| Parity | 1000 : 1 |
| Emission price | - € |
| Emission volume | N/A |
| Settlement | Por diferencias |
| Currency | EUR |
Technical Indicators
| Highest since issue | 0.153 € |
|---|---|
| Lowest since issue | 0.0065 € |
| Delta | -0.03x |
| Omega | 20.29 |
| Premium | 19.56x |
| Gearing | 728.29x |
| Moneyness | 0.8058 |
| Difference Strike | -1,060 PTS |
| Difference Strike % | -24.10% |
| Spread | 0.002 € |
| Spread % | 25.00% |
| Theoretical value | 0.007000 |
| Implied Volatility | 25.96 % |
| Total Loss Probability | 96.33 % |
| Intrinsic value | 0.000000 |
| Present value | 0.007000 |
| Break even | 4,392.50 € |
| Theta | -0x |
| Vega | 0x |
| Rho | -0x |
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- Warrants
- P1WUA3 Warrant
