BNP PARIBAS ARBITRAGE/PUT/BUZZI/40/0.1/19.12.24 Share Price

Warrant

P20YE3

NLBNPIT20YE3

Real-time Borsa Italiana 12:28:43 29/05/2024 BST
0.314 EUR -4.56% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/BUZZI/40/0.1/19.12.24
Current month-52.80%
1 month-51.33%

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

End-of-day quotes
Date Price Change
29/05/24 0.314 -4.56%
28/05/24 0.329 +8.58%
27/05/24 0.303 -8.46%
24/05/24 0.331 -0.90%
23/05/24 0.334 +5.36%

Real-time Borsa Italiana

Last update May 29, 2024 at 12:28 pm

More quotes

Static data

Product typeWarrants
Buy / SellPUT
Underlying BUZZI S.P.A.
IssuerLogo Issuer BNP Paribas BNP Paribas
P20YE3
ISINNLBNPIT20YE3
Date issued 21/03/2024
Strike 40
Maturity 19/12/2024 (205 Days)
Parity 10 : 1
Emission price-
Emission volume N/A
Settlement Por diferencias
Currency EUR

Technical Indicators

Highest since issue 0.798
Lowest since issue 0.2715
Delta-0.47x
Omega 5.606
Premium5.7x
Gearing11.95x
Moneyness 1.027
Difference Strike 0.86
Difference Strike %+2.15%
Spread 0.008
Spread %2.42%
Theoretical value 0.3220
Implied Volatility 27.18 %
Total Loss Probability 45.40 %
Intrinsic value 0.0960
Present value 0.2260
Break even 36.78 €
Theta-0x
Vega0.01x
Rho-0.01x

Company Profile

Buzzi SpA, formerly known as Buzzi Unicem SpA, is an Italy-based company engaged in the manufacture of construction materials. The Company is primarily active in the production, distribution, and sale of cement, ready-mix concrete, and natural aggregates. The Company’s operations are located in Italy, the United States, Germany, Luxembourg and the Netherlands, Poland, the Czech Republic and Slovakia, Ukraine, Russia, Mexico, Brazil, and Algeria. The three main geographical area with the higher generation of revenues are: the United States, Germany, and Mexico. The Firm is also engaged in the activity of Research and Development with the aim of developing and experimenting innovations to be used in the production chain and for their products. This activity is performed in cooperation with national research centers, universities, and private laboratories.
Sector
-
More about the company

Ratings for Buzzi S.p.A.

Trading Rating
Investor Rating
ESG Refinitiv
B-
More Ratings

Consensus: Buzzi S.p.A.

Sell
Consensus
Buy
Mean consensus
OUTPERFORM
Number of Analysts
12
Last Close Price
39.3 EUR
Average target price
42.21 EUR
Spread / Average Target
+7.40%
Consensus
  1. Stock Market
  2. Warrants
  3. P20YE3 Warrant