BNP PARIBAS ARBITRAGE/CALL/CITIGROUP/60/0.1/20.09.24 | Market Closed - Euronext Paris 12:30:01 2024-07-17 pm EDT | ||
| 0.75 EUR | +5.63% |
|
| Current month | +61.29% | ||
| 1 month | +117.39% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
CITIGROUP INC.
| Date | Price | Change |
|---|---|---|
| 24-07-17 | 0.75 | +5.63% |
| 24-07-16 | 0.71 | +25.66% |
| 24-07-15 | 0.565 | +7.62% |
| 24-07-12 | 0.525 | -17.32% |
| 24-07-11 | 0.635 | -11.19% |
Real-time Euronext Paris
Last update July 17, 2024 at 12:30 pm EDT
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | CITIGROUP INC. |
| Issuer | 
BNP Paribas
|
| 6H2NB | |
| ISIN | NLBNPFR1YLL0 |
| Date issued | 2024-02-21 |
| Strike | 60 $ |
| Maturity | 2024-09-20 (65 Days) |
| Parity | 10 : 1 |
| Emission price | 0.21 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 0.86 € |
|---|---|
| Lowest since issue | 0.225 € |
| Delta | 0.86x |
| Omega | 7.099 |
| Premium | 0.85x |
| Gearing | 8.25x |
| Moneyness | 1.127 |
| Difference Strike | -7.61 $ |
| Difference Strike % | -12.68% |
| Spread | 0.02 € |
| Spread % | 2.63% |
| Theoretical value | 0.7500 |
| Implied Volatility | 27.18 % |
| Total Loss Probability | 15.89 % |
| Intrinsic value | 0.6972 |
| Present value | 0.0528 |
| Break even | 68.20 € |
| Theta | -0.02x |
| Vega | 0.01x |
| Rho | 0.01x |
Company Profile
Citigroup Inc. is the world's leading banking group. The activity is organized around three areas:
- corporate and investment banking: financial intermediation, interest rate market activities, investment capital, etc., etc.;
- commercial banking: sale of traditional and specialized banking products (consumer credit, leasing credit, etc.);
- other: primarily private banking and management of alternative investment funds.
At the end of 2023, the group managed USD 1,308.7 billion in current deposits and USD 689.4 billion in current loans.
Products and services are marketed through a network of 2,092 branches worldwide.
Sector
-
Consensus: Citigroup Inc.
Sell
Buy
Mean consensus
OUTPERFORM
Number of Analysts
23
Last Close Price
67.61
USD
Average target price
70.19
USD
Spread / Average Target
+3.81%
- Stock Market
- Warrants
- 6H2NB Warrant
