BNP PARIBAS ARBITRAGE/PUT/STMICROELECTRONICS/36/0.5/20.09.24 Share Price

Warrant

W02NB

NLBNPFR1Z435

Market Closed - Euronext Paris 10:00:02 05/07/2024 pm IST
0.635 EUR -19.11% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/STMICROELECTRONICS/36/0.5/20.09.24
Current month-38.28%
1 month+1.57%

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

End-of-day quotes
Date Price Change
05/24/05 0.645 -17.83%
04/24/04 0.785 -1.26%
03/24/03 0.795 -16.75%
02/24/02 0.955 -14.35%
01/24/01 1.115 +6.70%

Real-time Euronext Paris

Last update July 05, 2024 at 10:00 pm IST

More quotes

Static data

Product typeWarrants
Buy / SellPUT
Underlying STMICROELECTRONICS N.V.
IssuerLogo Issuer BNP Paribas BNP Paribas
W02NB
ISINNLBNPFR1Z435
Date issued 04/03/2024
Strike 36
Maturity 20/09/2024 (76 Days)
Parity 2 : 1
Emission price 0.68
Emission volume N/A
Settlement Por diferencias
Currency EUR

Technical Indicators

Highest since issue 1.535
Lowest since issue 0.46
Delta-0.28x
Omega 8.563
Premium10.79x
Gearing30.65x
Moneyness 0.9247
Difference Strike -2.93
Difference Strike %-8.14%
Spread 0.03
Spread %4.62%
Theoretical value 0.6350
Implied Volatility 37.48 %
Total Loss Probability 66.01 %
Intrinsic value 0.000000
Present value 0.6350
Break even 34.73 €
Theta-0.05x
Vega0.03x
Rho-0.01x

Company Profile

STMicroelectronics N.V. is a global leader in the semiconductor market serving customers across the spectrum of sense and power and automotive products and embedded processing solutions. From energy management and savings to trust and data security, from healthcare and wellness to smart consumer devices, in the home, car and office, at work and at play, STMicroelectronics is found everywhere microelectronics make a positive and innovative contribution to people's life. By getting more from technology to get more from life, STMicroelectronics N.V. stands for life augmented.
Sector
-
More about the company

Ratings for STMicroelectronics N.V.

Trading Rating
Investor Rating
ESG Refinitiv
A
More Ratings

Consensus: STMicroelectronics N.V.

Sell
Consensus
Buy
Mean consensus
BUY
Number of Analysts
22
Last Close Price
42.15 USD
Average target price
52.66 USD
Spread / Average Target
+24.95%
Consensus
  1. Stock Market
  2. Warrants
  3. W02NB Warrant