BNP PARIBAS ARBITRAGE/CALL/ALLIANZ/275/0.1/21.06.24 | Market Closed - Euronext Paris 12:30:02 2024-05-20 EDT | ||
| 0.275 EUR | 0.00% |
|
| Current month | +21.28% | ||
| 1 month | +46.15% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
ALLIANZ SE
| Date | Price | Change |
|---|---|---|
| 24-05-20 | 0.275 | 0.00% |
| 24-05-17 | 0.275 | +34.15% |
| 24-05-16 | 0.205 | +17.14% |
| 24-05-15 | 0.175 | -46.15% |
| 24-05-14 | 0.325 | -5.80% |
Real-time Euronext Paris
Last update May 20, 2024 at 12:30 pm
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | ALLIANZ SE |
| Issuer | 
BNP Paribas
|
| 8M3NB | |
| ISIN | NLBNPFR1ZN48 |
| Date issued | 2024-03-21 |
| Strike | 275 € |
| Maturity | 2024-06-21 (32 Days) |
| Parity | 10 : 1 |
| Emission price | 0.38 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 0.795 € |
|---|---|
| Lowest since issue | 0.135 € |
| Delta | 0.33x |
| Omega | 31.88 |
| Premium | 3.72x |
| Gearing | 97.38x |
| Moneyness | 0.9738 |
| Difference Strike | 7.2 € |
| Difference Strike % | +2.62% |
| Spread | 0.03 € |
| Spread % | 10.34% |
| Theoretical value | 0.2750 |
| Implied Volatility | 16.59 % |
| Total Loss Probability | 69.02 % |
| Intrinsic value | 0.000000 |
| Present value | 0.2750 |
| Break even | 277.75 € |
| Theta | -0.06x |
| Vega | 0.03x |
| Rho | 0.01x |
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
267.8
EUR
Average target price
283
EUR
Spread / Average Target
+5.67%
- Stock Market
- Warrants
- 8M3NB Warrant