BNP PARIBAS ARBITRAGE/PUT/SANOFI/75/0.2/20.12.24 Share Price

Warrant

0C2NB

NLBNPFR1YGF2

Market Closed - Euronext Paris 07:09:22 01/07/2024 BST
0.24 EUR -7.69% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/SANOFI/75/0.2/20.12.24
Current month+4.00%
1 month-3.70%
Date Price Change
01/07/24 0.24 -7.69%
28/06/24 0.26 -7.14%
27/06/24 0.28 +12.00%
26/06/24 0.25 0.00%
25/06/24 0.25 -3.85%

Real-time Euronext Paris

Last update July 01, 2024 at 07:09 am

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Static data

Product typeWarrants
Buy / SellPUT
Underlying SANOFI
IssuerLogo Issuer BNP Paribas BNP Paribas
0C2NB
ISINNLBNPFR1YGF2
Date issued 19/02/2024
Strike 75
Maturity 20/12/2024 (173 Days)
Parity 5 : 1
Emission price 0.54
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 0.66
Lowest since issue 0.19
Delta-0.13x
Omega 9.615
Premium17.95x
Gearing74.95x
Moneyness 0.8339
Difference Strike -14.94
Difference Strike %-19.92%
Spread 0.06
Spread %22.22%
Theoretical value 0.2400
Implied Volatility 27.85 %
Total Loss Probability 82.73 %
Intrinsic value 0.000000
Present value 0.2400
Break even 73.80 €
Theta-0.01x
Vega0.03x
Rho-0.01x

Company Profile

Sanofi is the largest European pharmaceutical group. Net sales by family of products break down as follows: - pharmaceutical products (70.6%): prescription drugs in the areas of specialty medicine (59.3% of net sales; for the treatment of multiple sclerosis, neurological diseases, inflammatory diseases, autoimmune diseases, rare diseases, cancers and rare hematological diseases) and general medicine (40.7%; mainly for the treatment of diabetes and cardiovascular diseases); - human vaccines (17.4%): pediatric vaccines, vaccines for flu, meningitis, and polio, booster vaccines, and vaccines for travelers and endemic areas; - consumer health products (12%). At the end of 2023, the group had 54 production sites throughout the world. Net sales are distributed geographically as follows: France (5.5%), Europe (18.6%), the United States (43%), North America (1.6%) and other (31.3%).
Sector
-
More about the company

Ratings for Sanofi

Trading Rating
Investor Rating
ESG Refinitiv
B+
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Consensus: Sanofi

Sell
Consensus
Buy
Mean consensus
BUY
Number of Analysts
23
Last Close Price
89.94 EUR
Average target price
107.9 EUR
Spread / Average Target
+19.93%
Consensus
  1. Stock Market
  2. Warrants
  3. 0C2NB Warrant