BNP PARIBAS ARBITRAGE/CALL/STMICROELECTRONICS/42/0.5/20.09.24 Share Price
Warrant
C12NB
NLBNPFR1Z492
Market Closed - Euronext Paris 10:00:00 02/07/2024 pm IST | ||
0.495 EUR | +13.79% |
1 month | -29.79% | ||
3 months | -66.44% |
Comparison chart between the derivative product and it's underlying value
Latest news about STMICROELECTRONICS N.V.
Date | Price | Change |
---|---|---|
02/24/02 | 0.495 | +13.79% |
01/24/01 | 0.435 | -12.12% |
28/24/28 | 0.495 | +11.24% |
27/24/27 | 0.445 | -13.59% |
26/24/26 | 0.515 | -10.43% |
Real-time Euronext Paris
Last update July 02, 2024 at 10:00 pm IST
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | STMICROELECTRONICS N.V. |
Issuer | BNP Paribas |
C12NB | |
ISIN | NLBNPFR1Z492 |
Date issued | 04/03/2024 |
Strike | 42 € |
Maturity | 20/09/2024 (80 Days) |
Parity | 2 : 1 |
Emission price | 2.23 € |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | EUR |
Technical Indicators
Highest since issue | 3.255 € |
---|---|
Lowest since issue | 0.385 € |
Delta | 0.28x |
Omega | 10.33 |
Premium | 15.92x |
Gearing | 37.46x |
Moneyness | 0.8830 |
Difference Strike | 4.915 € |
Difference Strike % | +11.70% |
Spread | 0.03 € |
Spread % | 5.88% |
Theoretical value | 0.4950 |
Implied Volatility | 36.55 % |
Total Loss Probability | 77.84 % |
Intrinsic value | 0.000000 |
Present value | 0.4950 |
Break even | 42.99 € |
Theta | -0.05x |
Vega | 0.03x |
Rho | 0.01x |
Company Profile
Consensus: STMicroelectronics N.V.
- Stock Market
- Warrants
- C12NB Warrant