Quotes BNP PARIBAS ARBITRAGE/PUT/WFD UNIBAIL RODAMCO/60/0.1/20.09.24

Warrant

9L2NB

NLBNPFR1YPL1

Market Closed - Euronext Paris 09:20:50 11/06/2024 pm IST
0.04 EUR 0.00% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/WFD UNIBAIL RODAMCO/60/0.1/20.09.24
1 month-55.56%
3 months-87.50%

Performance

1 week+33.33%
1 month-55.56%
3 months-87.50%

Highs and lows

1 week
0.03
Extreme 0.03
0.08
1 month
0.03
Extreme 0.03
0.10

Historical data

DateOpeningHighLowEnd-of-dayVolume

Static data

Product typeWarrants
Buy / SellPUT
Underlying UNIBAIL-RODAMCO-WESTFIELD SE
IssuerLogo Issuer BNP Paribas BNP Paribas
9L2NB
ISINNLBNPFR1YPL1
Date issued 23/02/2024
Strike 60
Maturity 20/09/2024 (87 Days)
Parity 10 : 1
Emission price 0.35
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 0.47
Lowest since issue 0.03
Delta-0.1x
Omega 10.47
Premium20.3x
Gearing106.29x
Moneyness 0.8065
Difference Strike -14.4
Difference Strike %-24.00%
Spread 0.06
Spread %60.00%
Theoretical value 0.0700
Implied Volatility 38.49 %
Total Loss Probability 86.51 %
Intrinsic value 0.000000
Present value 0.0700
Break even 59.30 €
Theta-0.01x
Vega0.01x
Rho-0x
  1. Stock Market
  2. Warrants
  3. 9L2NB Warrant
  4. Quotes BNP PARIBAS ARBITRAGE/PUT/WFD UNIBAIL RODAMCO/60/0.1/20.09.24