BNP PARIBAS ARBITRAGE/CALL/NASDAQ 100/14000/0.002/21.06.24 Stock

Warrant

K1799

NLBNPES185S1

Real-time Bid/Ask 10:18:05 2024-06-03 am EDT
8.6 EUR / 8.61 EUR +7.70% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/NASDAQ 100/14000/0.002/21.06.24
1 month+13.33%
3 months+2.30%

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

End-of-day quotes
Date Price Change
24-05-31 7.99 -7.20%
24-05-30 8.61 -3.80%
24-05-29 8.95 -1.00%
24-05-28 9.04 -0.11%
24-05-27 9.05 +0.56%

Delayed Quote BME

Last update May 31, 2024 at 11:30 am EDT

More quotes

Static data

Product typeWarrants
Buy / SellCALL
Underlying NASDAQ 100
IssuerLogo Issuer BNP Paribas BNP Paribas
K1799
ISINNLBNPES185S1
Date issued 2023-02-21
Strike 14,000 PTS
Maturity 2024-06-21 (18 Days)
Parity 500 : 1
Emission price 1.97
Emission volume N/A
Settlement Por diferencias
Currency EUR

Technical Indicators

Highest since issue 9.05
Lowest since issue 1.77
Delta0.93x
Omega 3.692
Premium0.83x
Gearing3.95x
Moneyness 1.324
Difference Strike -4,632 PTS
Difference Strike %-33.08%
Spread 0.01
Spread %0.12%
Theoretical value 8.620
Implied Volatility 67.99 %
Total Loss Probability 3.342 %
Intrinsic value 8.501
Present value 0.1190
Break even 18,688.46 €
Theta-0.08x
Vega0x
Rho0.02x
  1. Stock Market
  2. Warrants
  3. K1799 Warrant