BNP PARIBAS ARBITRAGE/CALL/VALÉO/14.5/0.1/20.09.24 Share Price

Warrant

Z52NB

NLBNPFR1Z7I0

Market Closed - Euronext Paris 09:25:26 11/06/2024 pm IST
0.001 EUR -93.33% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/VALÉO/14.5/0.1/20.09.24
Current month-96.00%
1 month-97.78%

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

End-of-day quotes
Chart VALEO
Chart BNP PARIBAS ARBITRAGE/CALL/VALÉO/14.5/0.1/20.09.24

Static data

Product typeWarrants
Buy / SellCALL
Underlying VALEO
IssuerLogo Issuer BNP Paribas BNP Paribas
Z52NB
ISINNLBNPFR1Z7I0
Date issued 04/03/2024
Strike 14.5
Maturity 20/09/2024 (87 Days)
Parity 10 : 1
Emission price 0.04
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 0.105
Lowest since issue 0.001
Delta0.13x
Omega 8.429
Premium42.91x
Gearing66.16x
Moneyness 0.7072
Difference Strike 4.47
Difference Strike %+30.83%
Spread 0.029
Spread %96.67%
Theoretical value 0.0155
Implied Volatility 54.41 %
Total Loss Probability 91.99 %
Intrinsic value 0.000000
Present value 0.0155
Break even 14.66 €
Theta-0x
Vega0x
Rho0x

Company Profile

Valeo is a world leader in the design, production and marketing of automotive equipment. Net sales break down by family of products as follows: - Powertrain systems (31.1%; n°2 worldwide): designed to reduce CO2 emissions and fuel consumption around: electrification of powertrain, transmissions automation all automatic gearboxes, air loop management; - Visibility systems (25.1%): lighting systems (worldwide leader) and wiper systems (worldwide leader) to ensure visibility and safety for drivers in all weather conditions, in both day and night; - Thermal systems (21.5%; n°2 worldwide): to optimize thermal management in the cabin through pollution emissions reduction, battery range optimization and passengers' health and well-being protection; - Comfort and driving assistance systems (21.1%; n°2 worldwide): detection systems (largest range of smart sensors and features portfolio on the market), advanced human-machine interfaces and connected cars from short-range to long-range connectivity; - other (1.2%). At the end of 2023, the group owned 175 manufacturing sites worldwide. Net sales are distributed geographically as follows: France (5.9%), Europe and Africa (42.3%), North America (18.6%), China (14.7%), Asia (16.2%) and South America (2.3%).
Sector
-
More about the company

Ratings for Valeo

Trading Rating
Investor Rating
ESG Refinitiv
A-
More Ratings

Consensus: Valeo

Sell
Consensus
Buy
Mean consensus
OUTPERFORM
Number of Analysts
16
Last Close Price
10.03 EUR
Average target price
14.99 EUR
Spread / Average Target
+49.43%
Consensus
  1. Stock Market
  2. Warrants
  3. Z52NB Warrant