BNP PARIBAS ARBITRAGE/PUT/ALLIANZ/225/0.1/20.09.24 | Market Closed - Euronext Paris 10:14:41 2024-05-17 EDT | ||
| 0.165 EUR | +6.45% |
|
| Current month | -52.31% | ||
| 1 month | -70.48% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
ALLIANZ SE
| Date | Price | Change |
|---|---|---|
| 24-05-17 | 0.165 | +6.45% |
| 24-05-16 | 0.155 | -6.06% |
| 24-05-15 | 0.165 | -5.71% |
| 24-05-14 | 0.175 | 0.00% |
| 24-05-13 | 0.175 | 0.00% |
Real-time Euronext Paris
Last update May 17, 2024 at 10:14 am
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | PUT |
| Underlying | ALLIANZ SE |
| Issuer | 
BNP Paribas
|
| EO2NB | |
| ISIN | NLBNPFR1YRQ6 |
| Date issued | 2024-02-28 |
| Strike | 225 € |
| Maturity | 2024-09-20 (126 Days) |
| Parity | 10 : 1 |
| Emission price | 0.61 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 0.635 € |
|---|---|
| Lowest since issue | 0.135 € |
| Delta | -0.09x |
| Omega | 14.17 |
| Premium | 16.41x |
| Gearing | 161.94x |
| Moneyness | 0.8421 |
| Difference Strike | -42.4 € |
| Difference Strike % | -18.84% |
| Spread | 0.01 € |
| Spread % | 5.88% |
| Theoretical value | 0.1650 |
| Implied Volatility | 24.60 % |
| Total Loss Probability | 88.75 % |
| Intrinsic value | 0.000000 |
| Present value | 0.1650 |
| Break even | 223.35 € |
| Theta | -0.02x |
| Vega | 0.02x |
| 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
266.3
EUR
Average target price
281
EUR
Spread / Average Target
+5.52%
- Stock Market
- Warrants
- EO2NB Warrant