BNP PARIBAS ARBITRAGE/CALL/CAC 40/6500/0.005/20.12.24 Stock

Warrant

V40HB

NLBNPFR1H441

Market Closed - Euronext Paris 12:20:55 2024-06-11 pm EDT
7.2 EUR -7.22% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/CAC 40/6500/0.005/20.12.24
Current month-12.30%
1 month-20.27%

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

End-of-day quotes
Chart CAC 40
Chart BNP PARIBAS ARBITRAGE/CALL/CAC 40/6500/0.005/20.12.24
Date Price Change
24-06-11 7.2 -7.22%
24-06-10 7.76 -6.28%
24-06-07 8.28 -1.43%

Real-time Euronext Paris

Last update June 11, 2024 at 12:20 pm EDT

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Static data

Product typeWarrants
Buy / SellCALL
Underlying CAC 40
IssuerLogo Issuer BNP Paribas BNP Paribas
V40HB
ISINNLBNPFR1H441
Date issued 2022-06-20
Strike 6,500 PTS
Maturity 2024-12-20 (187 Days)
Parity 200 : 1
Emission price 2.26
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 9.28
Lowest since issue 1.915
Delta0.93x
Omega 5.013
Premium2.09x
Gearing5.36x
Moneyness 1.198
Difference Strike -1,003 PTS
Difference Strike %-15.43%
Spread 0.14
Spread %1.91%
Theoretical value 7.260
Implied Volatility 19.25 %
Total Loss Probability 8.522 %
Intrinsic value 6.446
Present value 0.8140
Break even 7,952.00 €
Theta-0.03x
Vega0.04x
Rho0.18x
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