BNP PARIBAS ARBITRAGE/CALL/NASDAQ 100/16000/0.002/20.12.24 Stock

Warrant

K5358

NLBNPES1TGS5

Market Closed - BME 11:30:00 2024-06-14 am EDT
7.95 EUR +1.53% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/NASDAQ 100/16000/0.002/20.12.24
Current month+37.54%
1 month+37.07%

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

End-of-day quotes
Date Price Change
24-06-14 7.95 +1.53%
24-06-13 7.83 +2.22%
24-06-12 7.66 +8.35%
24-06-11 7.07 +0.71%
24-06-10 7.02 +1.15%

Delayed Quote BME

Last update June 14, 2024 at 11:30 am EDT

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Static data

Product typeWarrants
Buy / SellCALL
Underlying NASDAQ 100
IssuerLogo Issuer BNP Paribas BNP Paribas
K5358
ISINNLBNPES1TGS5
Date issued 2023-08-31
Strike 16,000 PTS
Maturity 2024-12-20 (189 Days)
Parity 500 : 1
Emission price 2.64
Emission volume N/A
Settlement Por diferencias
Currency EUR

Technical Indicators

Highest since issue 7.95
Lowest since issue 2.33
Delta0.89x
Omega 4.072
Premium3.58x
Gearing4.6x
Moneyness 1.222
Difference Strike -3,660 PTS
Difference Strike %-22.87%
Spread 0.01
Spread %0.13%
Theoretical value 7.955
Implied Volatility 28.93 %
Total Loss Probability 15.93 %
Intrinsic value 6.645
Present value 1.310
Break even 20,254.69 €
Theta-0.05x
Vega0.05x
Rho0.15x
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