BNP PARIBAS ARBITRAGE/CALL/NASDAQ 100/16000/0.002/21.06.24 Stock

Warrant

K3620

NLBNPES1DJN4

Market Closed - BME 11:30:00 2024-06-14 am EDT
6.77 EUR +1.80% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/NASDAQ 100/16000/0.002/21.06.24
Current month+55.99%
1 month+53.86%

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

End-of-day quotes
Date Price Change
24-06-14 6.77 +1.80%
24-06-13 6.65 +2.15%
24-06-12 6.51 +12.05%
24-06-11 5.81 +0.87%
24-06-10 5.76 +1.41%

Delayed Quote BME

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

More quotes

Static data

Product typeWarrants
Buy / SellCALL
Underlying NASDAQ 100
IssuerLogo Issuer BNP Paribas BNP Paribas
K3620
ISINNLBNPES1DJN4
Date issued 2023-05-31
Strike 16,000 PTS
Maturity 2024-06-21 (7 Days)
Parity 500 : 1
Emission price 1.56
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 6.77
Lowest since issue 1.22
Delta0.95x
Omega 5.134
Premium0.35x
Gearing5.4x
Moneyness 1.222
Difference Strike -3,660 PTS
Difference Strike %-22.87%
Spread 0.01
Spread %0.15%
Theoretical value 6.775
Implied Volatility 91.26 %
Total Loss Probability 6.269 %
Intrinsic value 6.645
Present value 0.1297
Break even 19,623.58 €
Theta-0.26x
Vega0.01x
Rho0.01x
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