BNP PARIBAS ARBITRAGE/CALL/ASM INTERNATIONAL/625/0.1/21.06.24 | Market Closed - Euronext Paris 12:30:02 2024-05-31 EDT | ||
| 2.885 EUR | -23.98% |
|
| 1 month | +24.52% | ||
| 3 months | +11.99% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
ASM INTERNATIONAL N.V.
| Date | Price | Change |
|---|---|---|
| 24-05-31 | 2.895 | -23.72% |
| 24-05-30 | 3.795 | -11.02% |
| 24-05-29 | 4.265 | -13.93% |
| 24-05-28 | 4.955 | +4.21% |
| 24-05-27 | 4.755 | -9.34% |
Real-time Euronext Paris
Last update May 31, 2024 at 12:30 pm
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | ASM INTERNATIONAL N.V. |
| Issuer | 
BNP Paribas
|
| DV1NB | |
| ISIN | NLBNPFR1Y206 |
| Date issued | 2024-01-26 |
| Strike | 625 € |
| Maturity | 2024-06-21 (19 Days) |
| Parity | 10 : 1 |
| Emission price | 1.96 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 6.085 € |
|---|---|
| Lowest since issue | 0.965 € |
| Delta | 0.65x |
| Omega | 14.37 |
| Premium | 2.13x |
| Gearing | 22.19x |
| Moneyness | 1.024 |
| Difference Strike | -15.2 € |
| Difference Strike % | -2.43% |
| Spread | 0.03 € |
| Spread % | 1.03% |
| Theoretical value | 2.885 |
| Implied Volatility | 32.17 % |
| Total Loss Probability | 38.16 % |
| Intrinsic value | 1.520 |
| Present value | 1.365 |
| Break even | 653.85 € |
| Theta | -0.33x |
| Vega | 0.06x |
| Rho | 0.02x |
Company Profile
ASM International N.V. specializes in designing, producing, and selling equipment for use by semiconductor manufacturers. The activity is organized around two families of products:
- semiconductor wafers: productions and special films used to make wafers of silicon, copper, etc.;
- assembly and packaging equipment: for the matrices made by cutting semiconductor wafers. The group also produces encapsulated semiconductors.
Net sales are distributed geographically as follow: Europe (11.5%), Asia (67.4%) and the United States (21.1%).
Sector
-
Consensus: ASM International N.V.
Sell
Buy
Mean consensus
OUTPERFORM
Number of Analysts
20
Last Close Price
640.2
EUR
Average target price
634.8
EUR
Spread / Average Target
-0.85%
- Stock Market
- Warrants
- DV1NB Warrant
