BNP PARIBAS ARBITRAGE/CALL/GBP/USD/1.26/100/20.09.24 | Real-time Euronext Paris 06:27:27 2024-07-12 am EDT | ||
| 3.695 EUR | +8.84% |
|
| Current month | +75.45% | ||
| 1 month | +33.93% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
GBP / USD
Latest news about GBP / USD
| Date | Price | Change |
|---|---|---|
| 24-07-12 | 3.695 | +8.84% |
| 24-07-11 | 3.395 | +16.07% |
| 24-07-10 | 2.925 | +15.84% |
| 24-07-09 | 2.525 | -10.62% |
| 24-07-08 | 2.825 | +4.44% |
Real-time Euronext Paris
Last update July 12, 2024 at 06:27 am EDT
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | GBP / USD |
| Issuer | 
BNP Paribas
|
| TR3NB | |
| ISIN | NLBNPFR1ZRP5 |
| Date issued | 2024-04-03 |
| Strike | 1.26 $ |
| Maturity | 2024-09-20 (71 Days) |
| Parity | 0.01 : 1 |
| Emission price | 1.99 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 3.715 € |
|---|---|
| Lowest since issue | 1.305 € |
| Delta | 0.91x |
| Omega | 29.84 |
| Premium | 0.38x |
| Gearing | 32.8x |
| Moneyness | 1.027 |
| Difference Strike | -0.0356 $ |
| Difference Strike % | -2.82% |
| Spread | 0.01 € |
| Spread % | 0.28% |
| Theoretical value | 3.685 |
| Implied Volatility | 5.050 % |
| Total Loss Probability | 8.320 % |
| Intrinsic value | 3.237 |
| Present value | 0.4481 |
| Break even | 1.300 € |
| Theta | -0.2x |
| Vega | 0.08x |
| Rho | 0.21x |
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