BNP PARIBAS ARBITRAGE/CALL/FERRARI N.V./350/0.1/20.12.24 Share Price

Warrant

P1RZS4

NLBNPIT1RZS4

Market Closed - Borsa Italiana 01:24:40 22/06/2024 am IST
5.76 EUR -6.65% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/FERRARI N.V./350/0.1/20.12.24
Current month+8.33%
1 month-1.38%

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

End-of-day quotes
Date Price Change
21/24/21 5.72 -7.29%
20/24/20 6.17 +9.40%
19/24/19 5.64 -0.18%
18/24/18 5.65 -3.91%
17/24/17 5.88 +9.50%

Real-time Borsa Italiana

Last update June 22, 2024 at 01:24 am IST

More quotes

Static data

Product typeWarrants
Buy / SellCALL
Underlying FERRARI N.V.
IssuerLogo Issuer BNP Paribas BNP Paribas
P1RZS4
ISINNLBNPIT1RZS4
Date issued 07/07/2023
Strike 350
Maturity 20/12/2024 (181 Days)
Parity 10 : 1
Emission price-
Emission volume N/A
Settlement Por diferencias
Currency EUR

Technical Indicators

Highest since issue 8.09
Lowest since issue 0.908
Delta0.74x
Omega 4.926
Premium5.61x
Gearing6.69x
Moneyness 1.103
Difference Strike -36.1
Difference Strike %-10.31%
Spread 0.41
Spread %6.86%
Theoretical value 5.775
Implied Volatility 31.49 %
Total Loss Probability 34.05 %
Intrinsic value 3.610
Present value 2.165
Break even 407.75 €
Theta-0.07x
Vega0.09x
Rho0.12x

Company Profile

Ferrari N.V. is a holding company organized around 3 areas of activity: - manufacturing and sale of luxury sports vehicles (85.8% of net sales): 458 Italia, 488 GTB, 458 Spider, 488 Spider, F12 Berlinetta, 458 Speciale, 458 Speciale A, California T and Ferrari FF. The group also provides spare parts; - manufacturing and sale of car engines (2.1%): Maseratti brand; - other (12.1%): sponsorship activity, provision of financial services, etc. Net sales are distributed geographically as follows: Italy (7.4%), the United Kingdom (10.5%), Germany (8.3%), Europe/Middle East/Africa (21.9%), the United States (25.7%), Americas (3.8%), China/Hong Kong/Taiwan (9.8%), Asia/Pacific and Australia (12.6%).
Sector
-
More about the company

Ratings for Ferrari N.V.

Trading Rating
Investor Rating
ESG Refinitiv
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Consensus: Ferrari N.V.

Sell
Consensus
Buy
Mean consensus
OUTPERFORM
Number of Analysts
13
Last Close Price
388.1 EUR
Average target price
402.4 EUR
Spread / Average Target
+3.68%
Consensus
  1. Stock Market
  2. Warrants
  3. P1RZS4 Warrant