BNP PARIBAS ARBITRAGE/CALL/ALLIANZ/250/0.1/20.09.24 | Market Closed - Euronext Paris 17:30:02 20/05/2024 BST | ||
| 2.535 EUR | +1.20% |
|
| Current month | +37.40% | ||
| 1 month | +50.45% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
ALLIANZ SE
| Date | Price | Change |
|---|---|---|
| 20/05/24 | 2.535 | +1.20% |
| 17/05/24 | 2.505 | +6.82% |
| 16/05/24 | 2.345 | +7.32% |
| 15/05/24 | 2.185 | -8.77% |
| 14/05/24 | 2.395 | -1.24% |
Real-time Euronext Paris
Last update May 20, 2024 at 05:30 pm
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | ALLIANZ SE |
| Issuer | 
BNP Paribas
|
| FO2NB | |
| ISIN | NLBNPFR1YRR4 |
| Date issued | 28/02/2024 |
| Strike | 250 € |
| Maturity | 20/09/2024 (123 Days) |
| Parity | 10 : 1 |
| Emission price | 0.68 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 2.975 € |
|---|---|
| Lowest since issue | 0.895 € |
| Delta | 0.77x |
| Omega | 8.182 |
| Premium | 2.82x |
| Gearing | 10.56x |
| Moneyness | 1.071 |
| Difference Strike | -17.8 € |
| Difference Strike % | -7.12% |
| Spread | 0.03 € |
| Spread % | 1.18% |
| Theoretical value | 2.535 |
| Implied Volatility | 20.24 % |
| Total Loss Probability | 26.22 % |
| Intrinsic value | 1.780 |
| Present value | 0.7550 |
| Break even | 275.35 € |
| Theta | -0.04x |
| Vega | 0.05x |
| Rho | 0.07x |
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
267.8
EUR
Average target price
283
EUR
Spread / Average Target
+5.67%
- Stock Market
- Warrants
- FO2NB Warrant
