BNP PARIBAS ARBITRAGE/CALL/DJ INDUSTRIAL/37000/0.001/20.12.24 Stock

Warrant

XI2KB

NLBNPFR1QGR3

Market Closed - Euronext Paris 10:18:22 2023-12-21 am EST
2.815 EUR -6.01% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/DJ INDUSTRIAL/37000/0.001/20.12.24
1 month+79.87%
3 months+68.06%

Comparison chart between the derivative product and it's underlying value

End-of-day quotes

Static data

Product typeWarrants
Buy / SellCALL
Underlying DOW JONES INDUSTRIAL
IssuerLogo Issuer BNP Paribas BNP Paribas
XI2KB
ISINNLBNPFR1QGR3
Date issued 2023-03-17
Strike 37,000 PTS
Maturity 2024-12-20 (162 Days)
Parity 1000 : 1
Emission price 1.38
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 2.995
Lowest since issue 0.885
Delta0.79x
Omega 9.898
Premium6.14x
Gearing12.58x
Moneyness 1.018
Difference Strike -2,754 PTS
Difference Strike %-7.44%
Spread 0.01
Spread %0.36%
Theoretical value 2.735
Implied Volatility 9.603 %
Total Loss Probability 24.12 %
Intrinsic value 0.6235
Present value 2.112
Break even 39,996.06 €
Theta-0.03x
Vega0.1x
Rho0.23x
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