BNP PARIBAS ARBITRAGE/CALL/NASDAQ 100/14500/0.002/21.06.24 Stock

Warrant

K5355

NLBNPES1W416

Real-time Bid/Ask 10:04:06 2024-06-03 am EDT
7.67 EUR / 7.68 EUR +8.40% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/NASDAQ 100/14500/0.002/21.06.24
1 month+15.31%
3 months+2.02%

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

End-of-day quotes
Date Price Change
24-05-31 7.08 -8.05%
24-05-30 7.7 -4.11%
24-05-29 8.03 -1.23%
24-05-28 8.13 0.00%
24-05-27 8.13 +0.49%

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
K5355
ISINNLBNPES1W416
Date issued 2023-08-31
Strike 14,500 PTS
Maturity 2024-06-21 (18 Days)
Parity 500 : 1
Emission price 3.3
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 8.13
Lowest since issue 2.55
Delta0.93x
Omega 4.139
Premium0.77x
Gearing4.44x
Moneyness 1.278
Difference Strike -4,146 PTS
Difference Strike %-28.59%
Spread 0.01
Spread %0.13%
Theoretical value 7.710
Implied Volatility 62.26 %
Total Loss Probability 3.911 %
Intrinsic value 7.582
Present value 0.1283
Break even 18,693.51 €
Theta-0.09x
Vega0x
Rho0.02x
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