BNP PARIBAS ARBITRAGE/CALL/IBEX 35/10250/0.001/21.06.24 | Market Closed - BME 11:30:00 2024-05-13 am EDT | ||
| 0.95 EUR | +2.15% |
|
| Current month | +33.80% | ||
| 1 month | +55.74% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
IBEX 35
| Date | Price | Change | Volume |
|---|---|---|---|
| 24-05-13 | 0.95 | +2.15% | 0 |
| 24-05-10 | 0.93 | +5.68% | 0 |
| 24-05-09 | 0.88 | -9.28% | 0 |
| 24-05-08 | 0.97 | +6.59% | 0 |
| 24-05-07 | 0.91 | +18.18% | 0 |
Delayed Quote BME
Last update May 13, 2024 at 11:30 am EDT
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | IBEX 35 |
| Issuer | 
BNP Paribas
|
| K5152 | |
| ISIN | NLBNPES1WHI8 |
| Date issued | 2023-08-31 |
| Strike | 10,250 PTS |
| Maturity | 2024-06-21 (39 Days) |
| Parity | 1000 : 1 |
| Emission price | 0.16 € |
| Emission volume | N/A |
| Settlement | Por diferencias |
| Currency | EUR |
Technical Indicators
| Highest since issue | 0.97 € |
|---|---|
| Lowest since issue | 0.11 € |
| Delta | 0.99x |
| Omega | 11.71 |
| Premium | 0.39x |
| Gearing | 11.8x |
| Moneyness | 1.088 |
| Difference Strike | -902 PTS |
| Difference Strike % | -8.80% |
| Spread | 0.01 € |
| Spread % | 1.05% |
| Theoretical value | 0.9450 |
| Implied Volatility | 11.34 % |
| Total Loss Probability | 0.8952 % |
| Intrinsic value | 0.9020 |
| Present value | 0.0430 |
| Break even | 11,195.00 € |
| Theta | -0.01x |
| Vega | 0x |
| Rho | 0.01x |
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