BNP PARIBAS ARBITRAGE/PUT/STELLANTIS/20/0.5/20.09.24 Share Price

Warrant

9E2NB

NLBNPFR1YIO0

Market Closed - Euronext Paris 17:30:01 28/06/2024 BST
0.975 EUR +5.41% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/STELLANTIS/20/0.5/20.09.24
Current month+73.39%
1 month+107.69%
Date Price Change
28/06/24 0.945 +2.16%
27/06/24 0.925 +35.04%
26/06/24 0.685 -1.44%
25/06/24 0.695 +4.51%
24/06/24 0.665 -13.07%

Real-time Euronext Paris

Last update June 28, 2024 at 05:30 pm

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Static data

Product typeWarrants
Buy / SellPUT
Underlying STELLANTIS N.V.
IssuerLogo Issuer BNP Paribas BNP Paribas
9E2NB
ISINNLBNPFR1YIO0
Date issued 20/02/2024
Strike 20
Maturity 20/09/2024 (83 Days)
Parity 2 : 1
Emission price 0.39
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 1.05
Lowest since issue 0.185
Delta-0.66x
Omega 6.307
Premium2.2x
Gearing9.57x
Moneyness 1.082
Difference Strike 1.524
Difference Strike %+7.62%
Spread 0.03
Spread %3.06%
Theoretical value 0.9650
Implied Volatility 30.64 %
Total Loss Probability 28.90 %
Intrinsic value 0.7620
Present value 0.2030
Break even 18.07 €
Theta-0.02x
Vega0.02x
Rho-0.01x

Company Profile

Stellantis N.V. is one of the world's leading car manufacturers. The activity is essentially organized around 4 sectors: - sales of passenger cars and light commercial vehicles: Abarth, Alfa Romeo, Chrysler, Citroën, Dodge, Fiat, Jeep, Lancia, Maserati, Opel, Peugeot, Ram, Vauxhall, Free2move and Leasys brands; - sale of luxury vehicles: Maserati and DS Automobiles brands; - sale of automotive equipment: interior systems, car seats, car exteriors, emission control systems, etc.; - other: sales financing services (purchase, rental, leasing, etc.), after-sales services, etc.; - other: sales financing services (purchase, rental, leasing, etc.). Net sales are distributed geographically as follows: the Netherlands (0.8%), North America (46.7%), France (9.5%), Brazil (7.3%), Italy (6.2%), Germany (5.5%), the United Kingdom (4.4%), China (0.6%) and other (19%).
Sector
-
More about the company

Ratings for Stellantis N.V.

Trading Rating
Investor Rating
ESG Refinitiv
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Consensus: Stellantis N.V.

Sell
Consensus
Buy
Mean consensus
OUTPERFORM
Number of Analysts
26
Last Close Price
18.47 EUR
Average target price
26.14 EUR
Spread / Average Target
+41.52%
Consensus
  1. Stock Market
  2. Warrants
  3. 9E2NB Warrant