BNP PARIBAS ARBITRAGE/PUT/NASDAQ 100/13600/0.01/20.09.24 Stock

Warrant

N7GMB

NLBNPFR1U7E4

Market Closed - Euronext Paris 10:22:58 2023-12-21 am EST
2.525 EUR +6.32% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/NASDAQ 100/13600/0.01/20.09.24
1 month-24.51%
3 months-59.31%

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

End-of-day quotes

Static data

Product typeWarrants
Buy / SellPUT
Underlying NASDAQ 100
IssuerLogo Issuer BNP Paribas BNP Paribas
N7GMB
ISINNLBNPFR1U7E4
Date issued 2023-08-21
Strike 13,600 PTS
Maturity 2024-09-20 (79 Days)
Parity 100 : 1
Emission price 6.51
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 8.395
Lowest since issue 2.315
Delta-0.13x
Omega 7.485
Premium20.06x
Gearing57.46x
Moneyness 0.8168
Difference Strike -6,587 PTS
Difference Strike %-48.43%
Spread 0.01
Spread %0.38%
Theoretical value 2.645
Implied Volatility 28.61 %
Total Loss Probability 81.22 %
Intrinsic value 0.000000
Present value 2.645
Break even 13,310.24 €
Theta-0.08x
Vega0.27x
Rho-0.19x
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