BNP PARIBAS ARBITRAGE/PUT/STMICROELECTRONICS/38/0.5/20.09.24 Stock

Warrant

Y02NB

NLBNPFR1Z450

Market Closed - Euronext Paris 12:30:01 2024-07-05 EDT
0.985 EUR -17.57% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/STMICROELECTRONICS/38/0.5/20.09.24
Current month-34.53%
1 month+6.35%

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

End-of-day quotes
Date Price Change
24-07-05 1.005 -15.90%
24-07-04 1.195 -1.65%
24-07-03 1.215 -15.33%
24-07-02 1.435 -12.23%
24-07-01 1.635 +6.51%

Real-time Euronext Paris

Last update July 05, 2024 at 12:30 pm

More quotes

Static data

Product typeWarrants
Buy / SellPUT
Underlying STMICROELECTRONICS N.V.
IssuerLogo Issuer BNP Paribas BNP Paribas
Y02NB
ISINNLBNPFR1Z450
Date issued 2024-03-04
Strike 38
Maturity 2024-09-20 (76 Days)
Parity 2 : 1
Emission price 0.94
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 2.055
Lowest since issue 0.695
Delta-0.39x
Omega 7.744
Premium7.45x
Gearing19.76x
Moneyness 0.9761
Difference Strike -0.93
Difference Strike %-2.45%
Spread 0.03
Spread %3.00%
Theoretical value 0.9850
Implied Volatility 36.11 %
Total Loss Probability 54.33 %
Intrinsic value 0.000000
Present value 0.9850
Break even 36.03 €
Theta-0.05x
Vega0.03x
Rho-0.02x

Company Profile

STMicroelectronics N.V. is a global leader in the semiconductor market serving customers across the spectrum of sense and power and automotive products and embedded processing solutions. From energy management and savings to trust and data security, from healthcare and wellness to smart consumer devices, in the home, car and office, at work and at play, STMicroelectronics is found everywhere microelectronics make a positive and innovative contribution to people's life. By getting more from technology to get more from life, STMicroelectronics N.V. stands for life augmented.
Sector
-
More about the company

Ratings for STMicroelectronics N.V.

Trading Rating
Investor Rating
ESG Refinitiv
A
More Ratings

Consensus: STMicroelectronics N.V.

Sell
Consensus
Buy
Mean consensus
BUY
Number of Analysts
22
Last Close Price
42.15 USD
Average target price
52.66 USD
Spread / Average Target
+24.95%
Consensus
  1. Stock Market
  2. Warrants
  3. Y02NB Warrant