Quotes BNP PARIBAS ARBITRAGE/PUT/EUR/USD/1.1/100/20.12.24

Warrant

E2LNB

NLBNPFR1WYY0

Market Closed - Euronext Paris 10:00:01 04/07/2024 pm IST
2.325 EUR -2.92% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/EUR/USD/1.1/100/20.12.24
Current month-21.32%
1 month+10.98%

Quotes 5-day view

Real-time Euronext Paris
BNP PARIBAS ARBITRAGE/PUT/EUR/USD/1.1/100/20.12.24(E2LNB) : Historical Chart (5-day)
  01/07/2024 02/07/2024 03/07/2024 04/07/2024
Last 2.845 € 2.805 € 2.395 € 2.325 €
Volume 95 96 91 72
Change -3.72% -1.41% -14.62% -2.92%
Opening 2.66 2.80 2.75 2.46
High 2.88 2.96 2.77 2.46
Low 2.60 2.75 2.30 2.33

Performance

1 week-23.65%
Current month-21.32%
1 month+10.98%
3 months-4.91%
6 months-7.92%

Highs and lows

1 week
2.30
Extreme 2.295
3.15
1 month
2.00
Extreme 1.995
3.54

Historical data

DateOpeningHighLowEnd-of-dayVolume

Last transactions

26ca84365e87aa7c877f.c9wdpUY_mB3UMtxfXGi9InTH-20_QUjJtaTscvdna7U.LLN69XRn-1vhZr4HPyDvbhWBmTRXcQaM6um6B4Q4DM8An0z6CnbNTYVVkQ
DatePriceVolumeDaily volume
09:07:12 pm 2.325 1 69
08:47:10 pm 2.335 1 68
08:42:10 pm 2.325 1 67
08:37:09 pm 2.345 1 66
08:17:07 pm 2.355 1 65
08:07:06 pm 2.365 1 64
07:52:04 pm 2.385 1 63
07:42:03 pm 2.405 1 62
07:37:02 pm 2.385 1 61
07:32:02 pm 2.39 1 60

Static data

Product typeWarrants
Buy / SellPUT
Underlying EUR / USD
IssuerLogo Issuer BNP Paribas BNP Paribas
E2LNB
ISINNLBNPFR1WYY0
Date issued 03/01/2024
Strike 1.1 $
Maturity 20/12/2024 (169 Days)
Parity 0.01 : 1
Emission price 1.85
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 3.955
Lowest since issue 1.995
Delta-0.56x
Omega 23.88
Premium0.59x
Gearing43.01x
Moneyness 1.017
Difference Strike 0.0181 $
Difference Strike %+1.64%
Spread 0.01
Spread %0.43%
Theoretical value 2.325
Implied Volatility 6.936 %
Total Loss Probability 41.70 %
Intrinsic value 1.739
Present value 0.5862
Break even 1.075 €
Theta0.06x
Vega0.26x
Rho-0.26x
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