BNP PARIBAS ARBITRAGE/PUT/DJ INDUSTRIAL/30000/0.001/20.09.24 Stock

Warrant

K6807

NLBNPES1LX27

Real-time Bid/Ask 08:33:07 2024-06-27 am EDT
0.05 EUR / 0.06 EUR -8.33% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/DJ INDUSTRIAL/30000/0.001/20.09.24
1 month-14.29%
3 months-53.85%

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

End-of-day quotes
Date Price Change
24-06-26 0.06 0.00%
24-06-25 0.06 0.00%
24-06-24 0.06 0.00%
24-06-21 0.06 0.00%
24-06-20 0.06 0.00%

Delayed Quote BME

Last update June 26, 2024 at 11:30 am EDT

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Static data

Product typeWarrants
Buy / SellPUT
Underlying DOW JONES INDUSTRIAL
IssuerLogo Issuer BNP Paribas BNP Paribas
K6807
ISINNLBNPES1LX27
Date issued 2024-01-11
Strike 30,000 PTS
Maturity 2024-09-20 (85 Days)
Parity 1000 : 1
Emission price 0.21
Emission volume N/A
Settlement Por diferencias
Currency EUR

Technical Indicators

Highest since issue 0.31
Lowest since issue 0.06
Delta-0.03x
Omega 16.93
Premium23.48x
Gearing665.32x
Moneyness 0.7667
Difference Strike -9,128 PTS
Difference Strike %-30.43%
Spread 0.01
Spread %16.67%
Theoretical value 0.0550
Implied Volatility 30.68 %
Total Loss Probability 96.43 %
Intrinsic value 0.000000
Present value 0.0550
Break even 29,941.04 €
Theta-0.01x
Vega0.01x
Rho-0x
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