BNP PARIBAS ARBITRAGE/CALL/IBEX 35/10600/0.001/20.09.24 Stock

Warrant

K6429

NLBNPES1JY61

Market Closed - BME 11:30:00 2024-05-23 am EDT
0.91 EUR -2.15% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/IBEX 35/10600/0.001/20.09.24
Current month+42.19%
1 month+16.67%

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

End-of-day quotes
Chart IBEX 35
Chart BNP PARIBAS ARBITRAGE/CALL/IBEX 35/10600/0.001/20.09.24
Date Price Change
24-05-23 0.91 -2.15%
24-05-22 0.93 -1.06%
24-05-21 0.94 -1.05%
24-05-20 0.95 +1.06%
24-05-17 0.94 +2.17%

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
K6429
ISINNLBNPES1JY61
Date issued 2024-01-11
Strike 10,600 PTS
Maturity 2024-09-20 (120 Days)
Parity 1000 : 1
Emission price 0.27
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 0.98
Lowest since issue 0.23
Delta0.86x
Omega 10.76
Premium1.71x
Gearing12.5x
Moneyness 1.067
Difference Strike -711.1 PTS
Difference Strike %-6.71%
Spread 0.01
Spread %1.10%
Theoretical value 0.9050
Implied Volatility 12.90 %
Total Loss Probability 15.59 %
Intrinsic value 0.7111
Present value 0.1939
Break even 11,505.00 €
Theta-0.01x
Vega0.01x
Rho0.03x
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