BNP PARIBAS ARBITRAGE/CALL/SCOR SE/35/0.2/20.09.24

BNP PARIBAS ARBITRAGE/CALL/SCOR SE/35/0.2/20.09.24 Share Price

Warrant

1UNOB

NLBNPFR20GK7

Real-time Euronext Paris 16:55:27 11/06/2024 BST
0.01 ^EUR	-60.00%

Current month	-77.78%
1 month	-96.49%

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

End-of-day quotes

Chart SCOR SE

Chart BNP PARIBAS ARBITRAGE/CALL/SCOR SE/35/0.2/20.09.24

Latest news about SCOR SE

European Midday Briefing : Stocks Lower as Investors Digest Fed Rate-Cut Forecast	06-13	DJ
Scor : Declaration made pursuant to Article L. 233 8 II of the French Commercial Code and Article 223 16 of the General Regulation of the Autorité des Marchés Financiers	06-06	PU
Declaration made pursuant to Article L. 233-8-II of the French Commercial Code and Article 223-16 of the General Regulation of the Autorité des Marchés Financiers	06-06	GL
Scor Secures $175 Million Coverage for Storms, Earthquakes in US, Canada	05-31	MT

More news

Static data

Product type	Warrants
Buy / Sell	CALL
Underlying	SCOR SE
Issuer	BNP Paribas
	1UNOB
ISIN	NLBNPFR20GK7
Date issued	10/05/2024
Strike	35 €
Maturity	20/09/2024 (86 Days)
Parity	5 : 1
Emission price	0.15 €
Emission volume	N/A
Settlement	règlement en espèces
Currency	EUR

Technical Indicators

Highest since issue	0.295 €
Lowest since issue	0.01 €
Delta	0.06x
Omega	13.04
Premium	37.75x
Gearing	204x
Moneyness	0.7286
Difference Strike	10.9 €
Difference Strike %	+31.14%
Spread	0.03 €
Spread %	75.00%
Theoretical value	0.0250
Implied Volatility	35.97 %
Total Loss Probability	95.66 %
Intrinsic value	0.000000
Present value	0.0250
Break even	35.13 €
Theta	-0x
Vega	0x
Rho	0x

Company Profile

Scor SE is the leading French reinsurance company. Gross written premiums per activity are distributed as follows: - life and health reinsurance (51.2%); - non-life reinsurance (48.8%): reinsurance against damages (coverage for damage to industrial and commercial property, vehicles, ships, and stored or transported merchandise, coverage for losses due to fire, and civil liability coverage) and specialties (coverage for risks in the agriculture, aviation, construction and credit guarantee fields). Geographic distribution of gross written premiums is as follows: France (17%), Europe (44.7%), Far East (18.8%), North America (7.4%), South America (2.2%), Africa (0.7%) and other (9.2%).

Sector

More about the company