BNP PARIBAS ARBITRAGE/PUT/STELLANTIS/19.5/0.5/20.09.24 Stock

Warrant

I0MOB

NLBNPFR204N1

Real-time Euronext Paris 10:48:10 2024-07-17 am EDT
0.665 EUR -8.28% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/STELLANTIS/19.5/0.5/20.09.24
Current month-8.81%
1 month-1.36%

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

End-of-day quotes
Date Price Change
24-07-17 0.665 -8.28%
24-07-16 0.725 +10.69%
24-07-15 0.655 -4.38%
24-07-12 0.685 -5.52%
24-07-11 0.725 -1.36%

Real-time Euronext Paris

Last update July 17, 2024 at 10:48 am EDT

More quotes

Static data

Product typeWarrants
Buy / SellPUT
Underlying STELLANTIS N.V.
IssuerLogo Issuer BNP Paribas BNP Paribas
I0MOB
ISINNLBNPFR204N1
Date issued 2024-04-23
Strike 19.5
Maturity 2024-09-20 (65 Days)
Parity 2 : 1
Emission price 0.29
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 0.98
Lowest since issue 0.255
Delta-0.63x
Omega 8.094
Premium2.28x
Gearing12.93x
Moneyness 1.055
Difference Strike 0.826
Difference Strike %+4.24%
Spread 0.01
Spread %1.39%
Theoretical value 0.6750
Implied Volatility 29.37 %
Total Loss Probability 35.48 %
Intrinsic value 0.4280
Present value 0.2470
Break even 18.15 €
Theta-0.02x
Vega0.02x
Rho-0.01x

Company Profile

Stellantis N.V. is one of the world's leading car manufacturers. The activity is essentially organized around 4 sectors: - sales of passenger cars and light commercial vehicles: Abarth, Alfa Romeo, Chrysler, Citroën, Dodge, Fiat, Jeep, Lancia, Maserati, Opel, Peugeot, Ram, Vauxhall, Free2move and Leasys brands; - sale of luxury vehicles: Maserati and DS Automobiles brands; - sale of automotive equipment: interior systems, car seats, car exteriors, emission control systems, etc.; - other: sales financing services (purchase, rental, leasing, etc.), after-sales services, etc.; - other: sales financing services (purchase, rental, leasing, etc.). Net sales are distributed geographically as follows: the Netherlands (0.8%), North America (46.7%), France (9.5%), Brazil (7.3%), Italy (6.2%), Germany (5.5%), the United Kingdom (4.4%), China (0.6%) and other (19%).
Sector
-
More about the company

Ratings for Stellantis N.V.

Trading Rating
Investor Rating
ESG Refinitiv
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Consensus: Stellantis N.V.

Sell
Consensus
Buy
Mean consensus
OUTPERFORM
Number of Analysts
26
Last Close Price
18.49 EUR
Average target price
25.43 EUR
Spread / Average Target
+37.50%
Consensus
  1. Stock Market
  2. Warrants
  3. I0MOB Warrant