BNP PARIBAS ARBITRAGE/PUT/STMICROELECTRONICS/35/0.5/20.12.24 Share Price

Warrant

V02NB

NLBNPFR1Z427

Market Closed - Euronext Paris 17:30:01 05/07/2024 BST
0.955 EUR -13.57% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/STMICROELECTRONICS/35/0.5/20.12.24
Current month-28.25%
1 month+5.46%

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

End-of-day quotes
Date Price Change
05/07/24 0.965 -12.67%
04/07/24 1.105 -0.90%
03/07/24 1.115 -11.16%
02/07/24 1.255 -10.68%
01/07/24 1.405 +4.46%

Real-time Euronext Paris

Last update July 05, 2024 at 05:30 pm

More quotes

Static data

Product typeWarrants
Buy / SellPUT
Underlying STMICROELECTRONICS N.V.
IssuerLogo Issuer BNP Paribas BNP Paribas
V02NB
ISINNLBNPFR1Z427
Date issued 04/03/2024
Strike 35
Maturity 20/12/2024 (167 Days)
Parity 2 : 1
Emission price 0.85
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 1.745
Lowest since issue 0.725
Delta-0.28x
Omega 5.555
Premium15.05x
Gearing20.17x
Moneyness 0.8990
Difference Strike -3.93
Difference Strike %-11.23%
Spread 0.03
Spread %3.06%
Theoretical value 0.9650
Implied Volatility 37.49 %
Total Loss Probability 63.25 %
Intrinsic value 0.000000
Present value 0.9650
Break even 33.07 €
Theta-0.03x
Vega0.04x
Rho-0.03x

Company Profile

STMicroelectronics N.V. is a global leader in the semiconductor market serving customers across the spectrum of sense and power and automotive products and embedded processing solutions. From energy management and savings to trust and data security, from healthcare and wellness to smart consumer devices, in the home, car and office, at work and at play, STMicroelectronics is found everywhere microelectronics make a positive and innovative contribution to people's life. By getting more from technology to get more from life, STMicroelectronics N.V. stands for life augmented.
Sector
-
More about the company

Ratings for STMicroelectronics N.V.

Trading Rating
Investor Rating
ESG Refinitiv
A
More Ratings

Consensus: STMicroelectronics N.V.

Sell
Consensus
Buy
Mean consensus
BUY
Number of Analysts
22
Last Close Price
42.15 USD
Average target price
52.66 USD
Spread / Average Target
+24.95%
Consensus
  1. Stock Market
  2. Warrants
  3. V02NB Warrant