BNP PARIBAS ARBITRAGE/CALL/MODERNA/120/0.1/20.09.24 Stock

Warrant

SI2NB

NLBNPFR1YM73

Market Closed - Euronext Paris 12:30:01 2024-06-28 EDT
1.315 EUR -9.00% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/MODERNA/120/0.1/20.09.24
Current month-55.91%
1 month-62.52%
Date Price Change
24-06-28 1.325 -8.30%
24-06-27 1.445 -26.09%
24-06-26 1.955 -20.04%
24-06-25 2.445 -0.81%
24-06-24 2.465 +6.48%

Real-time Euronext Paris

Last update June 28, 2024 at 12:30 pm

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Static data

Product typeWarrants
Buy / SellCALL
Underlying MODERNA, INC.
IssuerLogo Issuer BNP Paribas BNP Paribas
SI2NB
ISINNLBNPFR1YM73
Date issued 2024-02-21
Strike 120 $
Maturity 2024-09-20 (83 Days)
Parity 10 : 1
Emission price 0.49
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 5.11
Lowest since issue 0.67
Delta0.56x
Omega 4.708
Premium13.09x
Gearing8.41x
Moneyness 0.9881
Difference Strike 1.25 $
Difference Strike %+1.04%
Spread 0.01
Spread %0.76%
Theoretical value 1.315
Implied Volatility 62.29 %
Total Loss Probability 55.90 %
Intrinsic value 0.000000
Present value 1.315
Break even 134.10 €
Theta-0.06x
Vega0.02x
Rho0.01x

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
118.8 USD
Average target price
145.9 USD
Spread / Average Target
+22.82%
Consensus
  1. Stock Market
  2. Warrants
  3. SI2NB Warrant