BNP PARIBAS ARBITRAGE/PUT/EUR/USD/1.1/100/20.09.24 | Market Closed - Euronext Paris 10:00:01 02/07/2024 pm IST | ||
| 2.515 EUR | -1.57% |
|
| Current month | -6.00% | ||
| 1 month | +33.60% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
EUR / USD
| Date | Price | Change |
|---|---|---|
| 02/24/02 | 2.515 | -1.57% |
| 01/24/01 | 2.555 | -4.13% |
| 28/24/28 | 2.665 | -3.96% |
| 27/24/27 | 2.775 | -5.13% |
| 26/24/26 | 2.925 | +6.17% |
Real-time Euronext Paris
Last update July 02, 2024 at 10:00 pm IST
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | PUT |
| Underlying | EUR / USD |
| Issuer | 
BNP Paribas
|
| D2LNB | |
| ISIN | NLBNPFR1WYX2 |
| Date issued | 03/01/2024 |
| Strike | 1.1 $ |
| Maturity | 20/09/2024 (80 Days) |
| Parity | 0.01 : 1 |
| Emission price | 1.61 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 3.745 € |
|---|---|
| Lowest since issue | 1.565 € |
| Delta | -0.75x |
| Omega | 29.80 |
| Premium | 0.02x |
| Gearing | 39.76x |
| Moneyness | 1.025 |
| Difference Strike | 0.0253 $ |
| Difference Strike % | +2.30% |
| Spread | 0.01 € |
| Spread % | 0.40% |
| Theoretical value | 2.515 |
| Implied Volatility | 6.320 % |
| Total Loss Probability | 23.54 % |
| Intrinsic value | 2.494 |
| Present value | 0.0206 |
| Break even | 1.073 € |
| Theta | 0.09x |
| Vega | 0.15x |
| Rho | -0.17x |
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