BNP PARIBAS ARBITRAGE/CALL/ASML HOLDING/950/0.05/20.09.24 | Market Closed - Euronext Paris 16:55:48 07/06/2024 BST | ||
| 3.935 EUR | +1.81% |
|
| Current month | +121.49% | ||
| 1 month | +110.63% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
ASML HOLDING N.V.
| Date | Price | Change |
|---|---|---|
| 07/06/24 | 3.935 | +1.81% |
| 06/06/24 | 3.865 | +9.96% |
| 05/06/24 | 3.515 | +92.60% |
| 04/06/24 | 1.825 | -4.70% |
| 03/06/24 | 1.915 | +9.74% |
Real-time Euronext Paris
Last update June 07, 2024 at 04:55 pm
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | ASML HOLDING N.V. |
| Issuer | 
BNP Paribas
|
| 2D2NB | |
| ISIN | NLBNPFR1YHH6 |
| Date issued | 19/02/2024 |
| Strike | 950 € |
| Maturity | 20/09/2024 (105 Days) |
| Parity | 20 : 1 |
| Emission price | 2.88 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 5.515 € |
|---|---|
| Lowest since issue | 1.355 € |
| Delta | 0.58x |
| Omega | 7.141 |
| Premium | 7.05x |
| Gearing | 12.36x |
| Moneyness | 1.011 |
| Difference Strike | -8.9 € |
| Difference Strike % | -0.94% |
| Spread | 0.01 € |
| Spread % | 0.26% |
| Theoretical value | 3.935 |
| Implied Volatility | 33.86 % |
| Total Loss Probability | 49.18 % |
| Intrinsic value | 0.5250 |
| Present value | 3.410 |
| Break even | 1,028.70 € |
| Theta | -0.13x |
| Vega | 0.1x |
| Rho | 0.07x |
Company Profile
ASML Holding N.V. is one of the world leaders in the manufacturing of lithography equipment for the semiconductor industry. The group's equipment is used to print integrated circuits on very thin silicon chips. Net sales break down by activity as follows:
- sale of lithography equipment (79.6%). The group also offers optical products and components for lithography;
- services (20.4%).
Net sales are distributed geographically as follows: the Netherlands (0.1%), Europe-Middle East-Africa (4.4%), Taiwan (29.3%), South Korea (25.2%), China (26.3%), Japan (2.2%), Singapore (1%), Asia (0.1%) and the United States (11.4%).
Sector
-
Consensus: ASML Holding N.V.
Sell
Buy
Mean consensus
BUY
Number of Analysts
38
Last Close Price
957.5
EUR
Average target price
1,003
EUR
Spread / Average Target
+4.74%
- Stock Market
- Warrants
- 2D2NB Warrant