BNP PARIBAS ARBITRAGE/CALL/BUZZI/35/0.1/20.06.24 Share Price

Warrant

P1YOE4

NLBNPIT1YOE4

Market Closed - Borsa Italiana 21:04:59 31/05/2024 BST
0.436 EUR -17.42% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/BUZZI/35/0.1/20.06.24
Current month+401.82%
1 month+401.82%

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

End-of-day quotes
Date Price Change
31/05/24 0.414 -21.59%
30/05/24 0.528 +15.79%
29/05/24 0.456 -2.56%
28/05/24 0.468 -12.03%
27/05/24 0.532 +11.30%

Real-time Borsa Italiana

Last update May 31, 2024 at 09:04 pm

More quotes

Static data

Product typeWarrants
Buy / SellCALL
Underlying BUZZI S.P.A.
IssuerLogo Issuer BNP Paribas BNP Paribas
P1YOE4
ISINNLBNPIT1YOE4
Date issued 24/01/2024
Strike 35
Maturity 20/06/2024 (19 Days)
Parity 10 : 1
Emission price-
Emission volume N/A
Settlement Por diferencias
Currency EUR

Technical Indicators

Highest since issue 0.533
Lowest since issue 0.036
Delta0.81x
Omega 7.195
Premium1.56x
Gearing8.84x
Moneyness 1.108
Difference Strike -3.78
Difference Strike %-10.80%
Spread 0.077
Spread %16.14%
Theoretical value 0.4385
Implied Volatility 54.00 %
Total Loss Probability 22.22 %
Intrinsic value 0.3780
Present value 0.0605
Break even 39.39 €
Theta-0.03x
Vega0x
Rho0x

Company Profile

Buzzi SpA, formerly known as Buzzi Unicem SpA, is an Italy-based company engaged in the manufacture of construction materials. The Company is primarily active in the production, distribution, and sale of cement, ready-mix concrete, and natural aggregates. The Company’s operations are located in Italy, the United States, Germany, Luxembourg and the Netherlands, Poland, the Czech Republic and Slovakia, Ukraine, Russia, Mexico, Brazil, and Algeria. The three main geographical area with the higher generation of revenues are: the United States, Germany, and Mexico. The Firm is also engaged in the activity of Research and Development with the aim of developing and experimenting innovations to be used in the production chain and for their products. This activity is performed in cooperation with national research centers, universities, and private laboratories.
Sector
-
More about the company

Ratings for Buzzi S.p.A.

Trading Rating
Investor Rating
ESG Refinitiv
B-
More Ratings

Consensus: Buzzi S.p.A.

Sell
Consensus
Buy
Mean consensus
OUTPERFORM
Number of Analysts
12
Last Close Price
38.78 EUR
Average target price
42.21 EUR
Spread / Average Target
+8.84%
Consensus
  1. Stock Market
  2. Warrants
  3. P1YOE4 Warrant