BNP PARIBAS ARBITRAGE/CALL/ASM INTERNATIONAL/675/0.1/21.06.24 | Market Closed - Euronext Paris 12:30:02 2024-05-31 EDT | ||
| 0.815 EUR | -31.80% |
|
| 1 month | -29.44% | ||
| 3 months | -46.91% |
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 | 0.815 | -31.80% |
| 24-05-30 | 1.195 | -17.87% |
| 24-05-29 | 1.455 | -19.39% |
| 24-05-28 | 1.805 | +1.69% |
| 24-05-27 | 1.775 | -16.08% |
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
|
| X51NB | |
| ISIN | NLBNPFR1YAW0 |
| Date issued | 2024-02-13 |
| Strike | 675 € |
| Maturity | 2024-06-21 (19 Days) |
| Parity | 10 : 1 |
| Emission price | 2.22 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 2.745 € |
|---|---|
| Lowest since issue | 0.555 € |
| Delta | 0.27x |
| Omega | 21.46 |
| Premium | 6.71x |
| Gearing | 78.55x |
| Moneyness | 0.9484 |
| Difference Strike | 34.8 € |
| Difference Strike % | +5.16% |
| Spread | 0.03 € |
| Spread % | 3.61% |
| Theoretical value | 0.8150 |
| Implied Volatility | 32.91 % |
| Total Loss Probability | 75.24 % |
| Intrinsic value | 0.000000 |
| Present value | 0.8150 |
| Break even | 683.15 € |
| Theta | -0.29x |
| Vega | 0.05x |
| Rho | 0.01x |
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
- X51NB Warrant
