BNP PARIBAS ARBITRAGE/CALL/EUR/USD/1.15/10/20.12.24 Stock

Warrant

K7470

NLBNPES1A8R9

Market Closed - BME 11:30:00 2024-06-27 am EDT
0.03 EUR 0.00% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/EUR/USD/1.15/10/20.12.24
1 month-40.00%
3 months-66.67%

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

End-of-day quotes
Date Price Change
24-06-27 0.03 0.00%
24-06-26 0.03 0.00%
24-06-25 0.03 0.00%
24-06-24 0.03 0.00%
24-06-21 0.03 0.00%

Delayed Quote BME

Last update June 27, 2024 at 11:30 am EDT

More quotes

Static data

Product typeWarrants
Buy / SellCALL
Underlying EUR / USD
IssuerLogo Issuer BNP Paribas BNP Paribas
K7470
ISINNLBNPES1A8R9
Date issued 2024-01-11
Strike 1.15 $
Maturity 2024-12-20 (176 Days)
Parity 0.1 : 1
Emission price 0.12
Emission volume N/A
Settlement Por diferencias
Currency EUR

Technical Indicators

Highest since issue 0.16
Lowest since issue 0.03
Delta0.11x
Omega 42.66
Premium7.66x
Gearing399.91x
Moneyness 0.9310
Difference Strike 0.081 $
Difference Strike %+7.04%
Spread 0.01
Spread %33.33%
Theoretical value 0.0250
Implied Volatility 7.157 %
Total Loss Probability 90.04 %
Intrinsic value 0.000000
Present value 0.0250
Break even 1.153 €
Theta-0x
Vega0.01x
Rho0x
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