BNP PARIBAS ARBITRAGE/PUT/S&P 500/4200/0.005/20.12.24 | Market Closed - BME 09:00:00 13/05/2024 pm IST | ||
| 0.21 EUR | 0.00% |
|
| Current month | -30.00% | ||
| 1 month | -43.24% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
S&P 500
| Date | Price | Change | Volume |
|---|---|---|---|
| 13/24/13 | 0.21 | 0.00% | 0 |
| 10/24/10 | 0.21 | -4.55% | 0 |
| 09/24/09 | 0.22 | -4.35% | 0 |
| 08/24/08 | 0.23 | 0.00% | 0 |
| 07/24/07 | 0.23 | -4.17% | 0 |
Delayed Quote BME
Last update May 13, 2024 at 09:00 pm IST
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | PUT |
| Underlying | S&P 500 |
| Issuer | 
BNP Paribas
|
| K5390 | |
| ISIN | NLBNPES1NGY6 |
| Date issued | 31/08/2023 |
| Strike | 4,200 PTS |
| Maturity | 20/12/2024 (221 Days) |
| Parity | 200 : 1 |
| Emission price | 0.91 € |
| Emission volume | N/A |
| Settlement | Por diferencias |
| Currency | EUR |
Technical Indicators
| Highest since issue | 1.55 € |
|---|---|
| Lowest since issue | 0.21 € |
| Delta | -0.09x |
| Omega | 10.08 |
| Premium | 20.51x |
| Gearing | 118.03x |
| Moneyness | 0.8033 |
| Difference Strike | -1,026 PTS |
| Difference Strike % | -24.42% |
| Spread | 0.01 € |
| Spread % | 4.76% |
| Theoretical value | 0.2050 |
| Implied Volatility | 25.49 % |
| Total Loss Probability | 87.89 % |
| Intrinsic value | 0.000000 |
| Present value | 0.2050 |
| Break even | 4,155.73 € |
| Theta | -0.01x |
| Vega | 0.03x |
| Rho | -0.02x |
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- K5390 Warrant