Quotes BNP PARIBAS ARBITRAGE/PUT/MICROSOFT/350/0.5/20.09.24

Warrant

K5MNB

NLBNPFR1XEW4

Market Closed - Euronext Paris 09:41:09 11/06/2024 pm IST
0.71 EUR -7.79% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/MICROSOFT/350/0.5/20.09.24
Current month-61.41%
1 month-53.90%

Performance

1 week-47.41%
Current month-61.41%
1 month-53.90%
3 months-80.97%

Highs and lows

1 week
0.70
Extreme 0.7
1.17
1 month
0.70
Extreme 0.7
1.86

Historical data

DateOpeningHighLowEnd-of-dayVolume

Static data

Product typeWarrants
Buy / SellPUT
Underlying MICROSOFT CORPORATION
IssuerLogo Issuer BNP Paribas BNP Paribas
K5MNB
ISINNLBNPFR1XEW4
Date issued 03/01/2024
Strike 350 $
Maturity 20/09/2024 (83 Days)
Parity 2 : 1
Emission price 7.47
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 9.2
Lowest since issue 0.7
Delta-0.05x
Omega 13.62
Premium22.73x
Gearing288.43x
Moneyness 0.7761
Difference Strike -96.95 $
Difference Strike %-27.70%
Spread 0.04
Spread %5.33%
Theoretical value 0.7300
Implied Volatility 34.28 %
Total Loss Probability 93.39 %
Intrinsic value 0.000000
Present value 0.7300
Break even 348.44 €
Theta-0.13x
Vega0.1x
Rho-0.03x
  1. Stock Market
  2. Warrants
  3. K5MNB Warrant
  4. Quotes BNP PARIBAS ARBITRAGE/PUT/MICROSOFT/350/0.5/20.09.24