Market Closed - Borsa Italiana 16:04:59 2024-07-05 EDT | ||
1.51 EUR | -2.58% |
Current month | +38.58% | ||
1 month | -12.24% |
Comparison chart between the derivative product and it's underlying value
Date | Price | Change |
---|---|---|
24-07-05 | 1.505 | -2.90% |
24-07-04 | 1.55 | +7.42% |
24-07-03 | 1.443 | +9.82% |
24-07-02 | 1.314 | +19.67% |
24-07-01 | 1.098 | +1.10% |
Real-time Borsa Italiana
Last update July 05, 2024 at 04:04 pm
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | DIASORIN S.P.A. |
Issuer | BNP Paribas |
P206J9 | |
ISIN | NLBNPIT206J9 |
Date issued | 2024-03-01 |
Strike | 90 € |
Maturity | 2024-12-19 (166 Days) |
Parity | 10 : 1 |
Emission price | - € |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | EUR |
Technical Indicators
Highest since issue | 1.925 € |
---|---|
Lowest since issue | 0.653 € |
Delta | 0.73x |
Omega | 4.790 |
Premium | 5.79x |
Gearing | 6.55x |
Moneyness | 1.105 |
Difference Strike | -9.42 € |
Difference Strike % | -10.47% |
Spread | 0.225 € |
Spread % | 13.80% |
Theoretical value | 1.518 |
Implied Volatility | 34.28 % |
Total Loss Probability | 35.03 % |
Intrinsic value | 0.9420 |
Present value | 0.5755 |
Break even | 105.18 € |
Theta | -0.02x |
Vega | 0.02x |
Rho | 0.03x |
Company Profile
Consensus: DiaSorin S.p.A.
- Stock Market
- Warrants
- P206J9 Warrant