BNP PARIBAS ARBITRAGE/CALL/ASM INTERNATIONAL/600/0.1/20.09.24 BNP PARIBAS ARBITRAGE/CALL/ASM INTERNATIONAL/600/0.1/20.09.24 Share Price
Warrant
2YMOB
NLBNPFR203X2
| Market Closed - Euronext Paris 10:00:01 17/05/2024 pm IST | ||
| 8.995 EUR | +3.93% |
|
| Current month | +49.21% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
ASM INTERNATIONAL N.V.
| Date | Price | Change |
|---|---|---|
| 17/24/17 | 9.005 | +4.04% |
| 16/24/16 | 8.655 | +4.59% |
| 15/24/15 | 8.275 | +18.98% |
| 14/24/14 | 6.955 | -1.28% |
| 13/24/13 | 7.045 | +0.43% |
Real-time Euronext Paris
Last update May 17, 2024 at 10:00 pm IST
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | ASM INTERNATIONAL N.V. |
| Issuer | 
BNP Paribas
|
| 2YMOB | |
| ISIN | NLBNPFR203X2 |
| Date issued | 23/04/2024 |
| Strike | 600 € |
| Maturity | 20/09/2024 (124 Days) |
| Parity | 10 : 1 |
| Emission price | 3.16 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 9.575 € |
|---|---|
| Lowest since issue | 3.185 € |
| Delta | 0.7x |
| Omega | 5.041 |
| Premium | 6.19x |
| Gearing | 7.22x |
| Moneyness | 1.083 |
| Difference Strike | -49.8 € |
| Difference Strike % | -8.30% |
| Spread | 0.03 € |
| Spread % | 0.33% |
| Theoretical value | 9.005 |
| Implied Volatility | 39.00 % |
| Total Loss Probability | 38.55 % |
| Intrinsic value | 4.980 |
| Present value | 4.025 |
| Break even | 690.05 € |
| Theta | -0.17x |
| Vega | 0.13x |
| Rho | 0.14x |
Company Profile
ASM International N.V. specializes in designing, producing, and selling equipment for use by semiconductor manufacturers. The activity is organized around two families of products:
- semiconductor wafers: productions and special films used to make wafers of silicon, copper, etc.;
- assembly and packaging equipment: for the matrices made by cutting semiconductor wafers. The group also produces encapsulated semiconductors.
Net sales are distributed geographically as follow: Europe (11.5%), Asia (67.4%) and the United States (21.1%).
Sector
-
Consensus: ASM International N.V.
Sell
Buy
Mean consensus
OUTPERFORM
Number of Analysts
20
Last Close Price
649.8
EUR
Average target price
631.8
EUR
Spread / Average Target
-2.78%
- Stock Market
- Warrants
- 2YMOB Warrant
