BNP PARIBAS ARBITRAGE/PUT/ALLIANZ/250/0.1/20.09.24 | Real-time Euronext Paris 06:44:29 17/05/2024 pm IST | ||
| 0.435 EUR | -4.40% |
|
| Current month | -48.00% | ||
| 1 month | -63.75% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
ALLIANZ SE
| Date | Price | Change |
|---|---|---|
| 17/24/17 | 0.435 | -4.40% |
| 16/24/16 | 0.455 | -8.08% |
| 15/24/15 | 0.495 | -3.88% |
| 14/24/14 | 0.515 | +1.98% |
| 13/24/13 | 0.505 | 0.00% |
Real-time Euronext Paris
Last update May 17, 2024 at 06:44 pm IST
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | PUT |
| Underlying | ALLIANZ SE |
| Issuer | 
BNP Paribas
|
| CI3NB | |
| ISIN | NLBNPFR1ZIB4 |
| Date issued | 14/03/2024 |
| Strike | 250 € |
| Maturity | 20/09/2024 (126 Days) |
| Parity | 10 : 1 |
| Emission price | 0.81 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 1.285 € |
|---|---|
| Lowest since issue | 0.395 € |
| Delta | -0.23x |
| Omega | 14.09 |
| Premium | 7.96x |
| Gearing | 61.36x |
| Moneyness | 0.9367 |
| Difference Strike | -17.25 € |
| Difference Strike % | -6.90% |
| Spread | 0.01 € |
| Spread % | 2.27% |
| Theoretical value | 0.4350 |
| Implied Volatility | 19.71 % |
| Total Loss Probability | 73.48 % |
| Intrinsic value | 0.000000 |
| Present value | 0.4350 |
| Break even | 245.65 € |
| Theta | -0.02x |
| Vega | 0.05x |
| Rho | -0.02x |
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
266.3
EUR
Average target price
281
EUR
Spread / Average Target
+5.52%
- Stock Market
- Warrants
- CI3NB Warrant
