BNP PARIBAS ARBITRAGE/PUT/BUZZI/36/0.1/19.12.24 Stock

Warrant

P21AM4

NLBNPIT21AM4

Market Closed - Borsa Italiana 16:04:59 2024-06-04 EDT
0.1865 EUR +7.80% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/BUZZI/36/0.1/19.12.24
Current month+3.32%
1 month-51.18%

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

End-of-day quotes
Date Price Change
24-06-04 0.1865 +7.80%
24-06-03 0.173 -4.16%
24-05-31 0.1805 +13.17%
24-05-30 0.1595 -8.60%
24-05-29 0.1745 -0.57%

Real-time Borsa Italiana

Last update June 04, 2024 at 04:04 pm

More quotes

Static data

Product typeWarrants
Buy / SellPUT
Underlying BUZZI S.P.A.
IssuerLogo Issuer BNP Paribas BNP Paribas
P21AM4
ISINNLBNPIT21AM4
Date issued 2024-03-28
Strike 36
Maturity 2024-12-19 (198 Days)
Parity 10 : 1
Emission price-
Emission volume N/A
Settlement Por diferencias
Currency EUR

Technical Indicators

Highest since issue 0.493
Lowest since issue 0.135
Delta-0.28x
Omega 6.724
Premium11.84x
Gearing23.84x
Moneyness 0.9236
Difference Strike -2.84
Difference Strike %-7.89%
Spread 0.008
Spread %4.78%
Theoretical value 0.1505
Implied Volatility 29.14 %
Total Loss Probability 66.46 %
Intrinsic value 0.000000
Present value 0.1505
Break even 34.50 €
Theta-0x
Vega0.01x
Rho-0.01x

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-
More Ratings

Consensus: Buzzi S.p.A.

Sell
Consensus
Buy
Mean consensus
OUTPERFORM
Number of Analysts
12
Last Close Price
38.84 EUR
Average target price
42.21 EUR
Spread / Average Target
+8.67%
Consensus
  1. Stock Market
  2. Warrants
  3. P21AM4 Warrant