BNP PARIBAS ARBITRAGE/CALL/IBEX 35/11200/0.001/19.12.25 Stock

Warrant

K6462

NLBNPES1K718

Market Closed - BME 11:30:00 2024-05-23 am EDT
1.1 EUR -0.90% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/IBEX 35/11200/0.001/19.12.25
1 month+13.40%
3 months+111.54%

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

End-of-day quotes
Chart IBEX 35
Chart BNP PARIBAS ARBITRAGE/CALL/IBEX 35/11200/0.001/19.12.25
Date Price Change
24-05-23 1.1 -0.90%
24-05-22 1.11 -0.89%
24-05-21 1.12 0.00%
24-05-20 1.12 +0.90%
24-05-17 1.11 +0.91%

Delayed Quote BME

Last update May 23, 2024 at 11:30 am EDT

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Static data

Product typeWarrants
Buy / SellCALL
Underlying IBEX 35
IssuerLogo Issuer BNP Paribas BNP Paribas
K6462
ISINNLBNPES1K718
Date issued 2024-01-11
Strike 11,200 PTS
Maturity 2025-12-19 (575 Days)
Parity 1000 : 1
Emission price 0.34
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 1.14
Lowest since issue 0.34
Delta0.68x
Omega 7.007
Premium8.7x
Gearing10.33x
Moneyness 1.010
Difference Strike -111.1 PTS
Difference Strike %-0.99%
Spread 0.01
Spread %0.91%
Theoretical value 1.095
Implied Volatility 12.86 %
Total Loss Probability 38.15 %
Intrinsic value 0.1111
Present value 0.9839
Break even 12,295.00 €
Theta-0.01x
Vega0.05x
Rho0.1x
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