BNP PARIBAS ARBITRAGE/PUT/S&P 500/4200/0.01/20.09.24 Stock

Warrant

U8GMB

NLBNPFR1U881

Market Closed - Euronext Paris 10:17:53 2023-12-21 am EST
0.825 EUR +7.84% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/S&P 500/4200/0.01/20.09.24
1 month-23.26%
3 months-52.17%

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

End-of-day quotes
Chart S&P 500
Chart BNP PARIBAS ARBITRAGE/PUT/S&P 500/4200/0.01/20.09.24

Static data

Product typeWarrants
Buy / SellPUT
Underlying S&P 500
IssuerLogo Issuer BNP Paribas BNP Paribas
U8GMB
ISINNLBNPFR1U881
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
Premium13.8x
Gearing50.86x
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
Vega0.09x
Rho-0.07x
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