BNP PARIBAS ARBITRAGE/CALL/IBEX 35/10100/0.001/21.09.24 Stock

Warrant

K3305

NLBNPES1DFR3

Real-time Bid/Ask 08:06:31 2024-05-13 am EDT
1.16 EUR / 1.17 EUR -2.10% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/IBEX 35/10100/0.001/21.09.24
Current month-1.65%
1 month+26.60%

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

End-of-day quotes
Chart IBEX 35
Chart BNP PARIBAS ARBITRAGE/CALL/IBEX 35/10100/0.001/21.09.24
Date Price Change Volume
24-05-10 1.19 +4.39% 0
24-05-09 1.14 -7.32% 0
24-05-08 1.23 +5.13% 0
24-05-07 1.17 +11.43% 0
24-05-06 1.05 +6.06% 0

Delayed Quote BME

Last update May 10, 2024 at 11:30 am EDT

More quotes

Static data

Product typeWarrants
Buy / SellCALL
Underlying IBEX 35
IssuerLogo Issuer BNP Paribas BNP Paribas
K3305
ISINNLBNPES1DFR3
Date issued 2023-05-31
Strike 10,100 PTS
Maturity 2024-09-21 (131 Days)
Parity 1000 : 1
Emission price 0.27
Emission volume N/A
Settlement Por diferencias
Currency EUR

Technical Indicators

Highest since issue 1.23
Lowest since issue 0.19
Delta0.92x
Omega 8.851
Premium1.52x
Gearing9.6x
Moneyness 1.098
Difference Strike -988.7 PTS
Difference Strike %-9.79%
Spread 0.01
Spread %0.86%
Theoretical value 1.165
Implied Volatility 13.49 %
Total Loss Probability 9.903 %
Intrinsic value 0.9906
Present value 0.1744
Break even 11,265.00 €
Theta-0.01x
Vega0.01x
Rho0.04x
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