BNP PARIBAS ARBITRAGE/PUT/ENEL/5.5/0.1/20.12.24 Stock

Warrant

P1S1D3

NLBNPIT1S1D3

Market Closed - Borsa Italiana 16:04:59 2024-07-05 EDT
0.0105 EUR -8.70% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/ENEL/5.5/0.1/20.12.24
Current month-30.00%
3 months-65.00%

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

End-of-day quotes
Date Price Change
24-07-05 0.0105 -8.70%
24-07-04 0.0115 0.00%
24-07-03 0.0115 -8.00%
24-07-02 0.0125 0.00%
24-07-01 0.0125 -16.67%

Real-time Borsa Italiana

Last update July 05, 2024 at 04:04 pm

More quotes

Static data

Product typeWarrants
Buy / SellPUT
Underlying ENEL S.P.A.
IssuerLogo Issuer BNP Paribas BNP Paribas
P1S1D3
ISINNLBNPIT1S1D3
Date issued 2023-07-10
Strike 5.5
Maturity 2024-12-20 (167 Days)
Parity 10 : 1
Emission price-
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 0.064
Lowest since issue 0.0075
Delta-0.14x
Omega 9.188
Premium19.55x
Gearing63.87x
Moneyness 0.8202
Difference Strike -1.206
Difference Strike %-21.93%
Spread 0.006
Spread %44.44%
Theoretical value 0.0105
Implied Volatility 28.40 %
Total Loss Probability 80.23 %
Intrinsic value 0.000000
Present value 0.0105
Break even 5.395 €
Theta-0x
Vega0x
Rho-0x

Company Profile

Enel S.p.A. is Italian No. 1 producer and distributor of electricity. The activity is organized mainly around two areas: - sales of electricity and natural gas: 207.3 TWh of electricity produced, 300.9 TWh of electricity and 8.3 billion m3 of natural gas sold in 2023. The group also develops an engineering and construction of electric production installations and units activity; - transportation and distribution of electricity: 489.2 TWh of electricity transported in 2023. At the end of 2023, Enel S.p.A. had a 1,899,419 km electricity transportation network. Net sales are distributed geographically as follows: Italy (42.8%), Europe (36.5%), America (20.4%) and other (0.3%).
Sector
-
More about the company

Ratings for Enel S.p.A.

Trading Rating
Investor Rating
ESG Refinitiv
B-
More Ratings

Consensus: Enel S.p.A.

Sell
Consensus
Buy
Mean consensus
OUTPERFORM
Number of Analysts
23
Last Close Price
6.706 EUR
Average target price
7.491 EUR
Spread / Average Target
+11.71%
Consensus
  1. Stock Market
  2. Warrants
  3. P1S1D3 Warrant