Quotes BNP PARIBAS ARBITRAGE/PUT/EUR/USD/1.1/100/20.12.24

Warrant

E2LNB

NLBNPFR1WYY0

Market Closed - Euronext Paris 12:30:00 2024-07-02 pm EDT
2.805 EUR -1.41% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/EUR/USD/1.1/100/20.12.24
Current month-5.08%
1 month+23.30%

Quotes 5-day view

Real-time Euronext Paris
BNP PARIBAS ARBITRAGE/PUT/EUR/USD/1.1/100/20.12.24(E2LNB) : Historical Chart (5-day)
  2024-06-27 2024-06-28 2024-07-01 2024-07-02
Last 3.045 € 2.955 € 2.845 € 2.805 €
Volume 76 92 95 96
Change -4.09% -2.96% -3.72% -1.41%
Opening 3.12 3.15 2.66 2.80
High 3.18 3.15 2.88 2.96
Low 2.93 2.95 2.60 2.75

Performance

1 week-7.88%
Current month-5.08%
1 month+23.30%
3 months-3.77%

Highs and lows

1 week
2.60
Extreme 2.595
3.32
1 month
2.00
Extreme 1.995
3.54

Historical data

DateOpeningHighLowEnd-of-dayVolume

Last transactions

70ac836696c0e6.rarf1luKMcKtDoeDWTWI_8osHhiAONoaaWU1qN1xCB0.-tm75jHfS63oZfD3PkDRqJJbfHzXQpFSKhdZwOwUZ3XjkuqHachglstMxg
DatePriceVolumeDaily volume
11:47:45 am 2.795 1 91
11:42:44 am 2.805 1 90
11:37:44 am 2.785 1 89
11:32:43 am 2.775 1 88
11:17:41 am 2.785 1 87
11:07:40 am 2.775 1 86
10:57:39 am 2.765 1 85
10:52:38 am 2.775 1 84
10:47:38 am 2.835 1 83
10:42:37 am 2.825 1 82

Static data

Product typeWarrants
Buy / SellPUT
Underlying EUR / USD
IssuerLogo Issuer BNP Paribas BNP Paribas
E2LNB
ISINNLBNPFR1WYY0
Date issued 2024-01-03
Strike 1.1 $
Maturity 2024-12-20 (171 Days)
Parity 0.01 : 1
Emission price 1.85
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 3.955
Lowest since issue 1.995
Delta-0.61x
Omega 21.79
Premium0.31x
Gearing35.65x
Moneyness 1.025
Difference Strike 0.0254 $
Difference Strike %+2.31%
Spread 0.01
Spread %0.36%
Theoretical value 2.805
Implied Volatility 7.035 %
Total Loss Probability 36.03 %
Intrinsic value 2.494
Present value 0.3106
Break even 1.070 €
Theta0.07x
Vega0.26x
Rho-0.29x
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