BNP PARIBAS ARBITRAGE/CALL/BUZZI/42/0.1/19.09.24 Stock

Warrant

P211S0

NLBNPIT211S0

Market Closed - Borsa Italiana 16:04:59 2024-06-14 EDT
0.096 EUR -13.90% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/BUZZI/42/0.1/19.09.24
Current month-30.69%
1 month-22.89%

Comparison chart between the derivative product and it's underlying value

End-of-day quotes
Date Price Change
24-06-14 0.096 -13.90%
24-06-13 0.1115 -12.20%
24-06-12 0.127 +15.45%
24-06-11 0.11 -3.93%
24-06-10 0.1145 +1.33%

Real-time Borsa Italiana

Last update June 14, 2024 at 04:04 pm

More quotes

Static data

Product typeWarrants
Buy / SellCALL
Underlying BUZZI S.P.A.
IssuerLogo Issuer BNP Paribas BNP Paribas
P211S0
ISINNLBNPIT211S0
Date issued 2024-03-22
Strike 42
Maturity 2024-09-19 (96 Days)
Parity 10 : 1
Emission price-
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 0.186
Lowest since issue 0.0185
Delta0.29x
Omega 11.41
Premium13.54x
Gearing39.31x
Moneyness 0.9010
Difference Strike 4.16
Difference Strike %+9.90%
Spread 0.0525
Spread %42.86%
Theoretical value 0.0963
Implied Volatility 29.26 %
Total Loss Probability 75.92 %
Intrinsic value 0.000000
Present value 0.0963
Break even 42.96 €
Theta-0.01x
Vega0.01x
Rho0x

Company Profile

Buzzi SpA, formerly known as Buzzi Unicem SpA, is an Italy-based company engaged in the manufacture of construction materials. The Company is primarily active in the production, distribution, and sale of cement, ready-mix concrete, and natural aggregates. The Company’s operations are located in Italy, the United States, Germany, Luxembourg and the Netherlands, Poland, the Czech Republic and Slovakia, Ukraine, Russia, Mexico, Brazil, and Algeria. The three main geographical area with the higher generation of revenues are: the United States, Germany, and Mexico. The Firm is also engaged in the activity of Research and Development with the aim of developing and experimenting innovations to be used in the production chain and for their products. This activity is performed in cooperation with national research centers, universities, and private laboratories.
Sector
-
More about the company

Ratings for Buzzi S.p.A.

Trading Rating
Investor Rating
ESG Refinitiv
B-
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Consensus: Buzzi S.p.A.

Sell
Consensus
Buy
Mean consensus
OUTPERFORM
Number of Analysts
13
Last Close Price
37.84 EUR
Average target price
40.96 EUR
Spread / Average Target
+8.25%
Consensus
  1. Stock Market
  2. Warrants
  3. P211S0 Warrant