BNP PARIBAS ARBITRAGE/CALL/ALLIANZ/275/0.1/20.09.24 | Market Closed - Euronext Paris 11:35:05 21/05/2024 am IST | ||
| 0.9 EUR | -1.64% |
|
| Current month | +41.86% | ||
| 1 month | +56.41% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
ALLIANZ SE
| Date | Price | Change |
|---|---|---|
| 21/24/21 | 0.9 | -1.64% |
| 20/24/20 | 0.915 | 0.00% |
| 17/24/17 | 0.915 | +12.27% |
| 16/24/16 | 0.815 | +12.41% |
| 15/24/15 | 0.725 | -18.08% |
Real-time Euronext Paris
Last update May 21, 2024 at 11:35 am IST
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | ALLIANZ SE |
| Issuer | 
BNP Paribas
|
| DI3NB | |
| ISIN | NLBNPFR1ZIC2 |
| Date issued | 14/03/2024 |
| Strike | 275 € |
| Maturity | 20/09/2024 (123 Days) |
| Parity | 10 : 1 |
| Emission price | 0.58 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 1.365 € |
|---|---|
| Lowest since issue | 0.495 € |
| Delta | 0.47x |
| Omega | 13.65 |
| Premium | 6.11x |
| Gearing | 29.27x |
| Moneyness | 0.9738 |
| Difference Strike | 7.2 € |
| Difference Strike % | +2.62% |
| Spread | 0.03 € |
| Spread % | 3.23% |
| Theoretical value | 0.9150 |
| Implied Volatility | 17.45 % |
| Total Loss Probability | 57.35 % |
| Intrinsic value | 0.000000 |
| Present value | 0.9150 |
| Break even | 284.15 € |
| Theta | -0.04x |
| Vega | 0.06x |
| Rho | 0.04x |
Company Profile
Allianz SE is one of the world's largest insurance companies. The group also develops banking activity. Revenues break down by activity as follows:
- life and health insurance (47.9%);
- non-life insurance (47.1%);
- asset management (5%): EUR 2,224 billion of assets managed at the end of 2023.
Sector
-
Consensus: Allianz SE
Sell
Buy
Mean consensus
BUY
Number of Analysts
16
Last Close Price
267.8
EUR
Average target price
283
EUR
Spread / Average Target
+5.67%
- Stock Market
- Warrants
- DI3NB Warrant
