BNP PARIBAS ARBITRAGE/PUT/IBEX 35/11100/0.001/20.09.24 Share Price

Warrant

K6536

NLBNPES1SBU4

Real-time Bid/Ask 01:56:32 06/06/2024 pm IST
0.25 EUR / 0.26 EUR -8.93% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/IBEX 35/11100/0.001/20.09.24
Current month-6.67%
1 month-50.88%
Date Price Change
05/24/05 0.28 -9.68%
04/24/04 0.31 +14.81%
03/24/03 0.27 -10.00%
31/24/31 0.3 +3.45%
30/24/30 0.29 -21.62%

Delayed Quote BME

Last update June 05, 2024 at 09:00 pm IST

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Static data

Product typeWarrants
Buy / SellPUT
Underlying IBEX 35
IssuerLogo Issuer BNP Paribas BNP Paribas
K6536
ISINNLBNPES1SBU4
Date issued 11/01/2024
Strike 11,100 PTS
Maturity 20/09/2024 (107 Days)
Parity 1000 : 1
Emission price 1.1
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 1.37
Lowest since issue 0.26
Delta-0.34x
Omega 14.50
Premium4.82x
Gearing42.96x
Moneyness 0.9751
Difference Strike -304.7 PTS
Difference Strike %-2.74%
Spread 0.01
Spread %3.70%
Theoretical value 0.2650
Implied Volatility 18.26 %
Total Loss Probability 62.57 %
Intrinsic value 0.000000
Present value 0.2650
Break even 10,835.00 €
Theta-0.01x
Vega0.02x
Rho-0.01x
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