BNP PARIBAS ARBITRAGE/PUT/MODERNA/130/0.1/20.09.24 Share Price

Warrant

C3NOB

NLBNPFR20KB8

Real-time Euronext Paris 08:06:24 04/07/2024 BST
1.925 EUR -2.04% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/MODERNA/130/0.1/20.09.24
Current month+9.47%
1 month+99.49%
Date Price Change
04/07/24 1.925 -2.04%
03/07/24 1.965 -1.01%
02/07/24 1.985 +2.06%
01/07/24 1.945 +8.36%
28/06/24 1.795 +3.46%

Real-time Euronext Paris

Last update July 04, 2024 at 08:06 am

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Static data

Product typeWarrants
Buy / SellPUT
Underlying MODERNA, INC.
IssuerLogo Issuer BNP Paribas BNP Paribas
C3NOB
ISINNLBNPFR20KB8
Date issued 20/05/2024
Strike 130 $
Maturity 20/09/2024 (79 Days)
Parity 10 : 1
Emission price 1.09
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 2.095
Lowest since issue 0.585
Delta-0.59x
Omega 3.221
Premium5.88x
Gearing5.45x
Moneyness 1.125
Difference Strike 14.05 $
Difference Strike %+10.81%
Spread 0.01
Spread %0.51%
Theoretical value 1.955
Implied Volatility 61.97 %
Total Loss Probability 30.75 %
Intrinsic value 1.302
Present value 0.6532
Break even 108.90 €
Theta-0.05x
Vega0.02x
Rho-0.02x

Company Profile

Moderna, Inc. is a biotechnology company specialized in research and development of therapeutics and vaccines for cancer, infectious, autoimmune and cardiovascular diseases. Net sales break down by type of revenue as follows: - revenue from product sales (95.7%) ; - revenues from grants (4%); - revenues from collaboration agreements (0.3%). At the end of 2021, the group possessed a portfolio of 15 products in clinical development, of which 3 in phase III, 8 in phase II and 4 in phase I, and 12 products in preclinical development. Net sales are distributed geographically as follows: the United States (33.4%), Europe (37.1%) and other (29.5%).
Sector
-
More about the company

Ratings for Moderna, Inc.

Trading Rating
Investor Rating
ESG Refinitiv
B-
More Ratings

Consensus: Moderna, Inc.

Sell
Consensus
Buy
Mean consensus
OUTPERFORM
Number of Analysts
24
Last Close Price
116 USD
Average target price
145.9 USD
Spread / Average Target
+25.79%
Consensus
  1. Stock Market
  2. Warrants
  3. C3NOB Warrant