BNP PARIBAS ARBITRAGE/PUT/GBP/USD/1.22/100/20.09.24 Share Price

Warrant

CL3NB

NLBNPFR1ZLB8

Real-time Euronext Paris 07:51:50 27/06/2024 pm IST
0.455 EUR -9.90% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/GBP/USD/1.22/100/20.09.24
Current month+6.32%
1 month+10.99%
Date Price Change
27/24/27 0.455 -9.90%
26/24/26 0.505 +18.82%
25/24/25 0.425 -6.59%
24/24/24 0.455 -13.33%
21/24/21 0.525 +3.96%

Real-time Euronext Paris

Last update June 27, 2024 at 07:51 pm IST

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Static data

Product typeWarrants
Buy / SellPUT
Underlying GBP / USD
IssuerLogo Issuer BNP Paribas BNP Paribas
CL3NB
ISINNLBNPFR1ZLB8
Date issued 18/03/2024
Strike 1.22 $
Maturity 20/09/2024 (85 Days)
Parity 0.01 : 1
Emission price 0.62
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 1.985
Lowest since issue 0.285
Delta-0.16x
Omega 43.53
Premium4.02x
Gearing271.44x
Moneyness 0.9634
Difference Strike -0.0455 $
Difference Strike %-3.73%
Spread 0.01
Spread %2.27%
Theoretical value 0.4350
Implied Volatility 8.790 %
Total Loss Probability 82.69 %
Intrinsic value 0.000000
Present value 0.4350
Break even 1.215 €
Theta-0.02x
Vega0.14x
Rho-0.05x
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