Quotes BNP PARIBAS ARBITRAGE/CALL/ESSILORLUXOTTICA/190/0.1/21.06.24

Warrant

0SKNB

NLBNPFR1WHJ6

Market Closed - Euronext Paris 10:17:42 2023-12-21 am EST
0.715 EUR -6.54% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/ESSILORLUXOTTICA/190/0.1/21.06.24

Performance

1 week-19.21%

Highs and lows

1 week
0.70
Extreme 0.695
0.96

Historical data

DateOpeningHighLowEnd-of-dayVolume

Static data

Product typeWarrants
Buy / SellCALL
Underlying ESSILORLUXOTTICA
IssuerLogo Issuer BNP Paribas BNP Paribas
0SKNB
ISINNLBNPFR1WHJ6
Date issued 2023-12-04
Strike 190
Maturity 2024-06-21 (3 Days)
Parity 10 : 1
Emission price 0.51
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 1.075
Lowest since issue 0.615
Delta0.43x
Omega 10.85
Premium6.92x
Gearing25.11x
Moneyness 0.9715
Difference Strike -16.8
Difference Strike %-8.84%
Spread 0.03
Spread %4.00%
Theoretical value 0.7350
Implied Volatility 19.92 %
Total Loss Probability 61.22 %
Intrinsic value 0.000000
Present value 0.7350
Break even 197.35 €
Theta-0.03x
Vega0.05x
Rho0.03x
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  4. Quotes BNP PARIBAS ARBITRAGE/CALL/ESSILORLUXOTTICA/190/0.1/21.06.24