Market Closed - Euronext Paris 10:17:53 2023-12-21 am EST | ||
0.825 EUR | +7.84% |
|
1 month | -23.26% | ||
3 months | -52.17% |
Comparison chart between the derivative product and it's underlying value
Static data
Product type | Warrants |
---|---|
Buy / Sell | PUT |
Underlying | S&P 500 |
Issuer | ![]() |
U8GMB | |
ISIN | NLBNPFR1U881 |
Date issued | 2023-08-21 |
Strike | 4,200 PTS |
Maturity | 2024-09-20 (83 Days) |
Parity | 100 : 1 |
Emission price | 1.81 € |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | EUR |
Technical Indicators
Highest since issue | 2.495 € |
---|---|
Lowest since issue | 0.745 € |
Delta | -0.17x |
Omega | 8.777 |
Premium | 13.8x |
Gearing | 50.86x |
Moneyness | 0.8817 |
Difference Strike | -1,260 PTS |
Difference Strike % | -30.01% |
Spread | 0.01 € |
Spread % | 1.16% |
Theoretical value | 0.8550 |
Implied Volatility | 23.17 % |
Total Loss Probability | 77.35 % |
Intrinsic value | 0.000000 |
Present value | 0.8550 |
Break even | 4,106.34 € |
Theta | -0.02x |
Vega | 0.09x |
Rho | -0.07x |
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