BNP PARIBAS ARBITRAGE/CALL/EUR/USD/1.14/100/21.06.24 Stock

Warrant

EL2LB

NLBNPFR1SZD9

Market Closed - Euronext Paris 12:30:01 2024-05-31 pm EDT
0.015 EUR -.--% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/EUR/USD/1.14/100/21.06.24
1 month-25.00%
3 months-91.89%

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

End-of-day quotes
Date Price Change
24-05-30 0.015 -.--%
24-05-29 0.015 -.--%
24-05-28 0.015 -.--%
24-05-27 0.015 -.--%
24-05-24 0.015 -.--%

Real-time Euronext Paris

Last update May 31, 2024 at 12:30 pm EDT

More quotes

Static data

Product typeWarrants
Buy / SellCALL
Underlying EUR / USD
IssuerLogo Issuer BNP Paribas BNP Paribas
EL2LB
ISINNLBNPFR1SZD9
Date issued 2023-06-19
Strike 1.14 $
Maturity 2024-06-21 (21 Days)
Parity 0.01 : 1
Emission price 1.68
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 2.975
Lowest since issue 0.015
Delta0.02x
Omega 119.82
Premium5.08x
Gearing6452.03x
Moneyness 0.9518
Difference Strike 0.0555 $
Difference Strike %+4.87%
Spread 0.029
Spread %96.67%
Theoretical value 0.0155
Implied Volatility 9.635 %
Total Loss Probability 98.24 %
Intrinsic value 0.000000
Present value 0.0155
Break even 1.140 €
Theta-0.02x
Vega0.01x
Rho0x
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