BNP PARIBAS ARBITRAGE/PUT/TERNA S.P.A./7.5/0.1/19.09.24 | Market Closed - Borsa Italiana 14:24:45 2024-06-13 EDT | ||
| 0.035 EUR | +7.69% |
|
| Current month | +18.03% | ||
| 1 month | +26.32% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
TERNA S.P.A.
| Date | Price | Change |
|---|---|---|
| 24-06-13 | 0.035 | +7.69% |
| 24-06-12 | 0.0325 | -7.14% |
| 24-06-11 | 0.035 | +18.64% |
| 24-06-10 | 0.0295 | -6.35% |
| 24-06-07 | 0.0315 | +10.53% |
Real-time Borsa Italiana
Last update June 13, 2024 at 02:24 pm
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | PUT |
| Underlying | TERNA S.P.A. |
| Issuer | 
BNP Paribas
|
| P1X5V9 | |
| ISIN | NLBNPIT1X5V9 |
| Date issued | 2023-11-29 |
| Strike | 7.5 € |
| Maturity | 2024-09-19 (98 Days) |
| Parity | 10 : 1 |
| Emission price | - € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 0.0725 € |
|---|---|
| Lowest since issue | 0.0215 € |
| Delta | -0.48x |
| Omega | 10.30 |
| Premium | 6.12x |
| Gearing | 21.28x |
| Moneyness | 0.9858 |
| Difference Strike | -0.108 € |
| Difference Strike % | -1.44% |
| Spread | 0.0115 € |
| Spread % | 27.71% |
| Theoretical value | 0.0358 |
| Implied Volatility | 21.87 % |
| Total Loss Probability | 45.62 % |
| Intrinsic value | 0.000000 |
| Present value | 0.0358 |
| Break even | 7.143 € |
| Theta | -0x |
| Vega | 0x |
| Rho | -0x |
Company Profile
Terna S.p.A. specializes in operating and maintaining the majority of Italy's high voltage and very high voltage electrical network. Net sales break down by activity as follows:
- operation of Italian grid (85.8%): owned, at the end of 2022, a grid of 68,105 km of power lines, 7,044 bays, 901 substations and 768 transformers;
- provision of services (14.2%): maintenance of high-voltage lines and fiber optic networks, engineering services for power and telecommunications stations, etc.
Sector
-
Consensus: Terna S.p.A.
Sell
Buy
Mean consensus
OUTPERFORM
Number of Analysts
18
Last Close Price
7.66
EUR
Average target price
8.172
EUR
Spread / Average Target
+6.69%
- Stock Market
- Warrants
- P1X5V9 Warrant
