BNP PARIBAS ARBITRAGE/CALL/ALLIANZ/250/0.1/21.06.24 | Real-time Euronext Paris 10:34:50 2024-05-17 EDT | ||
| 1.93 EUR | +8.43% |
|
| Current month | +39.61% | ||
| 1 month | +82.56% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
ALLIANZ SE
| Date | Price | Change |
|---|---|---|
| 24-05-17 | 1.93 | +8.43% |
| 24-05-16 | 1.78 | +11.25% |
| 24-05-15 | 1.6 | -13.28% |
| 24-05-14 | 1.845 | -1.86% |
| 24-05-13 | 1.88 | +2.45% |
Real-time Euronext Paris
Last update May 17, 2024 at 10:34 am
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | ALLIANZ SE |
| Issuer | 
BNP Paribas
|
| 1BLNB | |
| ISIN | NLBNPFR1WQP4 |
| Date issued | 2023-12-07 |
| Strike | 250 € |
| Maturity | 2024-06-21 (35 Days) |
| Parity | 10 : 1 |
| Emission price | 0.48 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 2.435 € |
|---|---|
| Lowest since issue | 0.415 € |
| Delta | 0.86x |
| Omega | 11.68 |
| Premium | 0.86x |
| Gearing | 13.64x |
| Moneyness | 1.069 |
| Difference Strike | -16.85 € |
| Difference Strike % | -6.74% |
| Spread | 0.02 € |
| Spread % | 1.02% |
| Theoretical value | 1.970 |
| Implied Volatility | 22.62 % |
| Total Loss Probability | 16.54 % |
| Intrinsic value | 1.730 |
| Present value | 0.2400 |
| Break even | 269.70 € |
| Theta | -0.06x |
| Vega | 0.02x |
| Rho | 0.02x |
Company Profile
Allianz SE is one of the world's largest insurance companies. The group also develops banking activity. Revenues break down by activity as follows:
- life and health insurance (47.9%);
- non-life insurance (47.1%);
- asset management (5%): EUR 2,224 billion of assets managed at the end of 2023.
Sector
-
Consensus: Allianz SE
Sell
Buy
Mean consensus
BUY
Number of Analysts
16
Last Close Price
266.3
EUR
Average target price
281
EUR
Spread / Average Target
+5.52%
- Stock Market
- Warrants
- 1BLNB Warrant
