BNP PARIBAS ARBITRAGE/CALL/S&P 500/5900/0.01/20.12.24 | Market Closed - Euronext Paris 12:30:01 2024-05-17 pm EDT | ||
| 0.515 EUR | -8.85% |
|
| Current month | +63.49% | ||
| 1 month | +41.10% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
S&P 500
| Date | Price | Change |
|---|---|---|
| 24-05-17 | 0.515 | -8.85% |
| 24-05-16 | 0.565 | +7.62% |
| 24-05-15 | 0.525 | +23.53% |
| 24-05-14 | 0.425 | -2.30% |
| 24-05-13 | 0.435 | +2.35% |
Real-time Euronext Paris
Last update May 17, 2024 at 12:30 pm EDT
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | S&P 500 |
| Issuer | 
BNP Paribas
|
| OP3NB | |
| ISIN | NLBNPFR1ZPK0 |
| Date issued | 2024-03-25 |
| Strike | 5,900 PTS |
| Maturity | 2024-12-20 (217 Days) |
| Parity | 100 : 1 |
| Emission price | 0.69 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 0.795 € |
|---|---|
| Lowest since issue | 0.255 € |
| Delta | 0.21x |
| Omega | 20.32 |
| Premium | 12.49x |
| Gearing | 94.6x |
| Moneyness | 0.8974 |
| Difference Strike | 600.8 PTS |
| Difference Strike % | +10.18% |
| Spread | 0.01 € |
| Spread % | 1.92% |
| Theoretical value | 0.5150 |
| Implied Volatility | 11.69 % |
| Total Loss Probability | 81.05 % |
| Intrinsic value | 0.000000 |
| Present value | 0.5150 |
| Break even | 5,955.97 € |
| Theta | -0.03x |
| Vega | 0.11x |
| Rho | 0.05x |
- Stock Market
- Warrants
- OP3NB Warrant
