BNP PARIBAS ARBITRAGE/CALL/STMICROELECTRONICS/57/0.5/20.09.24 Share Price
Warrant
Y12NB
NLBNPFR1Z4T4
Real-time Euronext Paris 12:47:22 20/05/2024 pm IST | ||
0.055 EUR | 0.00% |
1 month | -59.26% |
Comparison chart between the derivative product and it's underlying value
Latest news about STMICROELECTRONICS N.V.
Date | Price | Change |
---|---|---|
20/24/20 | 0.055 | 0.00% |
17/24/17 | 0.055 | -15.38% |
16/24/16 | 0.065 | 0.00% |
15/24/15 | 0.065 | 0.00% |
14/24/14 | 0.065 | +18.18% |
Real-time Euronext Paris
Last update May 20, 2024 at 12:47 pm IST
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | STMICROELECTRONICS N.V. |
Issuer | BNP Paribas |
Y12NB | |
ISIN | NLBNPFR1Z4T4 |
Date issued | 04/03/2024 |
Strike | 57 € |
Maturity | 20/09/2024 (124 Days) |
Parity | 2 : 1 |
Emission price | 0.26 € |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | EUR |
Technical Indicators
Highest since issue | 0.665 € |
---|---|
Lowest since issue | 0.045 € |
Delta | 0.03x |
Omega | 13.40 |
Premium | 49.01x |
Gearing | 383.2x |
Moneyness | 0.6723 |
Difference Strike | 18.62 € |
Difference Strike % | +32.68% |
Spread | 0.02 € |
Spread % | 33.33% |
Theoretical value | 0.0550 |
Implied Volatility | 35.43 % |
Total Loss Probability | 97.64 % |
Intrinsic value | 0.000000 |
Present value | 0.0550 |
Break even | 57.11 € |
Theta | -0.01x |
Vega | 0.01x |
Rho | 0x |
Company Profile
Consensus: STMicroelectronics N.V.
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- Y12NB Warrant