Quotes BNP PARIBAS ARBITRAGE/PUT/SIEMENS/175/0.1/20.09.24

Warrant

RO2NB

NLBNPFR1YS36

Market Closed - Euronext Paris 10:00:02 07/06/2024 pm IST
0.835 EUR +6.37% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/SIEMENS/175/0.1/20.09.24
Current month+7.64%
1 month+9.03%

Quotes 5-day view

Real-time Euronext Paris
BNP PARIBAS ARBITRAGE/PUT/SIEMENS/175/0.1/20.09.24(RO2NB) : Historical Chart (5-day)
  04/06/2024 05/06/2024 06/06/2024 07/06/2024
Last 0.855 € 0.685 € 0.785 € 0.845 €
Volume 63 56 54 61
Change +16.33% -19.88% +14.60% +7.64%
Opening 0.68 0.79 0.67 0.77
High 0.87 0.80 0.81 0.91
Low 0.68 0.68 0.65 0.76

Performance

1 week+7.64%
Current month+7.64%
1 month+9.03%
3 months-2.31%

Highs and lows

1 week
0.65
Extreme 0.645
0.91
1 month
0.49
Extreme 0.485
1.05

Historical data

DateOpeningHighLowEnd-of-dayVolume

Last transactions

7ae2.Y7Xk9M3w7iKbnAdIe1eZSUMQcTLzOxoKexrUQmGnkpM.PN2uxIWXj3H3ql8yCDy0LAFTIH_KWltQLUmDICzC_6QEhLGOib_eVsr1Qg
DatePriceVolumeDaily volume
09:11:08 pm 0.845 1 61
08:56:04 pm 0.865 1 60
08:41:01 pm 0.855 1 59
08:30:59 pm 0.845 1 58
08:10:55 pm 0.835 1 57
08:00:53 pm 0.845 1 56
07:55:52 pm 0.835 1 55
07:40:48 pm 0.825 1 54
07:35:47 pm 0.835 1 53
07:30:46 pm 0.84 1 52

Static data

Product typeWarrants
Buy / SellPUT
Underlying SIEMENS AG
IssuerLogo Issuer BNP Paribas BNP Paribas
RO2NB
ISINNLBNPFR1YS36
Date issued 28/02/2024
Strike 175
Maturity 20/09/2024 (104 Days)
Parity 10 : 1
Emission price 0.94
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 1.275
Lowest since issue 0.485
Delta-0.45x
Omega 9.404
Premium4.47x
Gearing20.89x
Moneyness 1.003
Difference Strike 0.56
Difference Strike %+0.32%
Spread 0.03
Spread %3.53%
Theoretical value 0.8350
Implied Volatility 24.26 %
Total Loss Probability 49.81 %
Intrinsic value 0.0560
Present value 0.7790
Break even 166.65 €
Theta-0.02x
Vega0.04x
Rho-0.02x
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  4. Quotes BNP PARIBAS ARBITRAGE/PUT/SIEMENS/175/0.1/20.09.24