BNP PARIBAS ARBITRAGE/CALL/TERNA S.P.A./7.5/0.1/20.06.24 | Market Closed - Borsa Italiana 20:56:36 11/06/2024 BST | ||
| 0.025 EUR | -31.51% |
|
| Current month | -38.96% | ||
| 1 month | -55.66% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
TERNA S.P.A.
| Date | Price | Change |
|---|---|---|
| 11/06/24 | 0.025 | -31.51% |
| 10/06/24 | 0.0365 | +8.96% |
| 07/06/24 | 0.0335 | -16.25% |
| 06/06/24 | 0.04 | -6.98% |
| 05/06/24 | 0.043 | -7.53% |
Real-time Borsa Italiana
Last update June 11, 2024 at 08:56 pm
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | TERNA S.P.A. |
| Issuer | 
BNP Paribas
|
| P1Y367 | |
| ISIN | NLBNPIT1Y367 |
| Date issued | 05/01/2024 |
| Strike | 7.5 € |
| Maturity | 20/06/2024 (9 Days) |
| Parity | 10 : 1 |
| Emission price | - € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 0.0745 € |
|---|---|
| Lowest since issue | 0.017 € |
| Delta | 0.62x |
| Omega | 18.31 |
| Premium | 1.8x |
| Gearing | 29.59x |
| Moneyness | 1.016 |
| Difference Strike | -0.12 € |
| Difference Strike % | -1.60% |
| Spread | 0.0115 € |
| Spread % | 36.51% |
| Theoretical value | 0.0253 |
| Implied Volatility | 38.44 % |
| Total Loss Probability | 40.19 % |
| Intrinsic value | 0.0120 |
| Present value | 0.0133 |
| Break even | 7.753 € |
| Theta | -0.01x |
| Vega | 0x |
| Rho | 0x |
Company Profile
Terna S.p.A. specializes in operating and maintaining the majority of Italy's high voltage and very high voltage electrical network. Net sales break down by activity as follows:
- operation of Italian grid (85.8%): owned, at the end of 2022, a grid of 68,105 km of power lines, 7,044 bays, 901 substations and 768 transformers;
- provision of services (14.2%): maintenance of high-voltage lines and fiber optic networks, engineering services for power and telecommunications stations, etc.
Sector
-
Consensus: Terna S.p.A.
Sell
Buy
Mean consensus
OUTPERFORM
Number of Analysts
18
Last Close Price
7.62
EUR
Average target price
8.172
EUR
Spread / Average Target
+7.25%
- Stock Market
- Warrants
- P1Y367 Warrant
