BNP PARIBAS ARBITRAGE/CALL/S&P 500/4800/0.005/21.06.24 | Market Closed - BME 11:30:00 2024-05-13 am EDT | ||
| 2.11 EUR | 0.00% |
|
| Current month | +50.71% | ||
| 1 month | +0.96% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
S&P 500
Latest news about S&P 500
| Date | Price | Change | Volume |
|---|---|---|---|
| 24-05-13 | 2.11 | 0.00% | 0 |
| 24-05-10 | 2.11 | +2.43% | 0 |
| 24-05-09 | 2.06 | +4.57% | 0 |
| 24-05-08 | 1.97 | -2.48% | 0 |
| 24-05-07 | 2.02 | +8.60% | 0 |
Delayed Quote BME
Last update May 13, 2024 at 11:30 am EDT
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | S&P 500 |
| Issuer | 
BNP Paribas
|
| K5381 | |
| ISIN | NLBNPES1XVX6 |
| Date issued | 2023-08-31 |
| Strike | 4,800 PTS |
| Maturity | 2024-06-21 (39 Days) |
| Parity | 200 : 1 |
| Emission price | 0.62 € |
| Emission volume | N/A |
| Settlement | Por diferencias |
| Currency | EUR |
Technical Indicators
| Highest since issue | 2.53 € |
|---|---|
| Lowest since issue | 0.28 € |
| Delta | 0.94x |
| Omega | 10.72 |
| Premium | 0.68x |
| Gearing | 11.43x |
| Moneyness | 1.088 |
| Difference Strike | -421.4 PTS |
| Difference Strike % | -8.78% |
| Spread | 0.01 € |
| Spread % | 0.47% |
| Theoretical value | 2.115 |
| Implied Volatility | 18.21 % |
| Total Loss Probability | 6.977 % |
| Intrinsic value | 1.950 |
| Present value | 0.1650 |
| Break even | 5,256.61 € |
| Theta | -0.04x |
| Vega | 0.01x |
| Rho | 0.02x |
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