BNP PARIBAS ARBITRAGE/PUT/VOLKSWAGEN VZ/100/0.1/20.12.24 Stock

Warrant

JA2NB

NLBNPFR1YDY0

Market Closed - Euronext Paris 12:30:01 2024-07-16 pm EDT
0.375 EUR +5.63% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/VOLKSWAGEN VZ/100/0.1/20.12.24
Current month-19.35%
1 month-29.91%

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

End-of-day quotes
Date Price Change
24-07-16 0.375 +5.63%
24-07-15 0.355 +2.90%
24-07-12 0.345 -12.66%
24-07-11 0.395 -7.06%
24-07-10 0.425 0.00%

Real-time Euronext Paris

Last update July 16, 2024 at 12:30 pm EDT

More quotes

Static data

Product typeWarrants
Buy / SellPUT
Underlying VOLKSWAGEN AG
IssuerLogo Issuer BNP Paribas BNP Paribas
JA2NB
ISINNLBNPFR1YDY0
Date issued 2024-02-19
Strike 100
Maturity 2024-12-20 (157 Days)
Parity 10 : 1
Emission price 0.49
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 0.665
Lowest since issue 0.285
Delta-0.29x
Omega 8.237
Premium10x
Gearing28.52x
Moneyness 0.9350
Difference Strike -6.95
Difference Strike %-6.95%
Spread 0.03
Spread %7.69%
Theoretical value 0.3750
Implied Volatility 26.89 %
Total Loss Probability 64.82 %
Intrinsic value 0.000000
Present value 0.3750
Break even 96.25 €
Theta-0.01x
Vega0.02x
Rho-0.02x

Company Profile

Volkswagen AG is a Germany-based company, which manufactures and sells vehicles. The Group consists of two divisions: the Automotive Division and the Financial Services Division. The Automotive Division comprises the Passenger Cars, Commercial Vehicles and Power Engineering business areas. This division focuses on the development of vehicles, engines and vehicle software, the production and sale of passenger cars, light commercial vehicles, trucks, buses, and motorcycles, as well as businesses for genuine parts, large-bore diesel engines, turbomachinery, and propulsion components. The Financial Services Division focuses on dealer and customer financing, leasing, direct banking, and insurance activities, fleet management and mobility services. Its brand portfolio includes Volkswagen, Audi, SEAT, SKODA, Bentley, Lamborghini, Porsche, Ducati, Volkswagen Commercial Vehicles, Scania, and MAN.
Sector
-
More about the company

Ratings for Volkswagen AG

Trading Rating
Investor Rating
ESG Refinitiv
B-
More Ratings

Consensus: Volkswagen AG

Sell
Consensus
Buy
Mean consensus
OUTPERFORM
Number of Analysts
22
Last Close Price
107 EUR
Average target price
138.6 EUR
Spread / Average Target
+29.61%
Consensus
  1. Stock Market
  2. Warrants
  3. JA2NB Warrant