BNP PARIBAS ARBITRAGE/CALL/VOLKSWAGEN VZ/110/0.1/21.06.24 Stock

Warrant

1E2MB

NLBNPFR1VD36

Market Closed - Euronext Paris 12:30:01 2024-05-23 EDT
0.385 EUR -7.23% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/VOLKSWAGEN VZ/110/0.1/21.06.24
1 month-53.33%
3 months-68.57%
Date Price Change
24-05-23 0.385 -7.23%
24-05-22 0.415 -4.60%
24-05-21 0.435 -10.31%
24-05-20 0.485 -17.09%
24-05-17 0.585 -3.31%

Real-time Euronext Paris

Last update May 23, 2024 at 12:30 pm

More quotes

Static data

Product typeWarrants
Buy / SellCALL
Underlying VOLKSWAGEN AG
IssuerLogo Issuer BNP Paribas BNP Paribas
1E2MB
ISINNLBNPFR1VD36
Date issued 2023-10-05
Strike 110
Maturity 2024-06-21 (29 Days)
Parity 10 : 1
Emission price 0.6
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 1.435
Lowest since issue 0.295
Delta0.45x
Omega 13.92
Premium-3.52x
Gearing30.65x
Moneyness 1.073
Difference Strike -8
Difference Strike %-7.27%
Spread 0.03
Spread %7.50%
Theoretical value 0.3850
Implied Volatility 34.18 %
Total Loss Probability 54.63 %
Intrinsic value 0.8000
Present value -0.415000
Break even 113.85 €
Theta-0.16x
Vega0.01x
Rho0x

Company Profile

Volkswagen AG is a Germany-based company, which manufactures and sells vehicles. The Group consists of two divisions: the Automotive Division and the Financial Services Division. The Automotive Division comprises the Passenger Cars, Commercial Vehicles and Power Engineering business areas. This division focuses on the development of vehicles, engines and vehicle software, the production and sale of passenger cars, light commercial vehicles, trucks, buses, and motorcycles, as well as businesses for genuine parts, large-bore diesel engines, turbomachinery, and propulsion components. The Financial Services Division focuses on dealer and customer financing, leasing, direct banking, and insurance activities, fleet management and mobility services. Its brand portfolio includes Volkswagen, Audi, SEAT, SKODA, Bentley, Lamborghini, Porsche, Ducati, Volkswagen Commercial Vehicles, Scania, and MAN.
Sector
-
More about the company

Ratings for Volkswagen AG

Trading Rating
Investor Rating
ESG Refinitiv
B-
More Ratings

Consensus: Volkswagen AG

Sell
Consensus
Buy
Mean consensus
OUTPERFORM
Number of Analysts
22
Last Close Price
118.4 EUR
Average target price
142.6 EUR
Spread / Average Target
+20.41%
Consensus
  1. Stock Market
  2. Warrants
  3. 1E2MB Warrant