BNP PARIBAS ARBITRAGE/PUT/STMICROELECTRONICS/44/0.5/20.09.24 | Market Closed - Euronext Paris 17:30:02 05/07/2024 BST | ||
| 2.765 EUR | -12.91% |
|
| Current month | -23.61% | ||
| 1 month | +11.49% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
STMICROELECTRONICS N.V.
Latest news about STMICROELECTRONICS N.V.
| Date | Price | Change |
|---|---|---|
| 05/07/24 | 2.815 | -11.34% |
| 04/07/24 | 3.175 | 0.00% |
| 03/07/24 | 3.175 | -10.69% |
| 02/07/24 | 3.555 | -7.78% |
| 01/07/24 | 3.855 | +4.61% |
Real-time Euronext Paris
Last update July 05, 2024 at 05:30 pm
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | PUT |
| Underlying | STMICROELECTRONICS N.V. |
| Issuer | 
BNP Paribas
|
| H12NB | |
| ISIN | NLBNPFR1Z4E6 |
| Date issued | 04/03/2024 |
| Strike | 44 € |
| Maturity | 20/09/2024 (76 Days) |
| Parity | 2 : 1 |
| Emission price | 2.17 € |
| Emission volume | N/A |
| Settlement | Por diferencias |
| Currency | EUR |
Technical Indicators
| Highest since issue | 4.105 € |
|---|---|
| Lowest since issue | 1.915 € |
| Delta | -0.75x |
| Omega | 5.311 |
| Premium | 1.18x |
| Gearing | 7.04x |
| Moneyness | 1.130 |
| Difference Strike | 5.07 € |
| Difference Strike % | +11.52% |
| Spread | 0.03 € |
| Spread % | 1.08% |
| Theoretical value | 2.765 |
| Implied Volatility | 32.74 % |
| Total Loss Probability | 20.08 % |
| Intrinsic value | 2.535 |
| Present value | 0.2300 |
| Break even | 38.47 € |
| Theta | -0.03x |
| Vega | 0.03x |
| 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
-
Consensus: STMicroelectronics N.V.
Sell
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%
- Stock Market
- Warrants
- H12NB Warrant
