BNP PARIBAS ARBITRAGE/CALL/BPER BANCA/4.6/1/20.06.24 | Market Closed - Borsa Italiana 01:34:59 01/06/2024 am IST | ||
| 0.426 EUR | -1.62% |
|
| 1 month | +49.37% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
BPER BANCA S.P.A.
Latest news about BPER BANCA S.P.A.
| Date | Price | Change |
|---|---|---|
| 31/24/31 | 0.413 | -4.62% |
| 30/24/30 | 0.433 | +30.42% |
| 29/24/29 | 0.332 | -19.02% |
| 28/24/28 | 0.41 | +19.53% |
| 27/24/27 | 0.343 | -6.54% |
Real-time Borsa Italiana
Last update May 01, 2024 at 01:34 am IST
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | BPER BANCA S.P.A. |
| Issuer | 
BNP Paribas
|
| P20S83 | |
| ISIN | NLBNPIT20S83 |
| Date issued | 18/03/2024 |
| Strike | 4.6 € |
| Maturity | 20/06/2024 (19 Days) |
| Parity | 1 : 1 |
| Emission price | - € |
| Emission volume | N/A |
| Settlement | Por diferencias |
| Currency | EUR |
Technical Indicators
| Highest since issue | 0.526 € |
|---|---|
| Lowest since issue | 0.046 € |
| Delta | 0.75x |
| Omega | 8.695 |
| Premium | 1.96x |
| Gearing | 11.53x |
| Moneyness | 1.072 |
| Difference Strike | -0.331 € |
| Difference Strike % | -7.20% |
| Spread | 0.085 € |
| Spread % | 18.09% |
| Theoretical value | 0.4275 |
| Implied Volatility | 48.57 % |
| Total Loss Probability | 28.34 % |
| Intrinsic value | 0.3310 |
| Present value | 0.0965 |
| Break even | 5.028 € |
| Theta | -0.03x |
| Vega | 0x |
| Rho | 0x |
Company Profile
BPER Banca S.p.A. is a commercial bank organized around 4 sectors of activity:
- retail banking;
- corporate banking;
- finance and investment banking;
- private banking.
At the end of 2023, the bank had EUR 104.8 billion in current deposits and EUR 101.8 billion in current loans.
Sector
-
Consensus: BPER Banca S.p.A.
Sell
Buy
Mean consensus
BUY
Number of Analysts
11
Last Close Price
4.931
EUR
Average target price
5.622
EUR
Spread / Average Target
+14.01%
- Stock Market
- Warrants
- P20S83 Warrant
