BNP PARIBAS ARBITRAGE/CALL/VOLKSWAGEN VZ/105/0.1/21.06.24 Stock

Warrant

0S2MB

NLBNPFR1VQZ5

Market Closed - Euronext Paris 12:30:01 2024-06-06 pm EDT
0.9 EUR -6.25% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/VOLKSWAGEN VZ/105/0.1/21.06.24
Current month-13.46%
1 month+19.21%

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

End-of-day quotes
Date Price Change
24-06-06 0.9 -6.25%
24-06-05 0.96 0.00%
24-06-04 0.96 -5.88%
24-06-03 1.02 -1.92%
24-05-31 1.04 -0.95%

Real-time Euronext Paris

Last update June 06, 2024 at 12:30 pm EDT

More quotes

Static data

Product typeWarrants
Buy / SellCALL
Underlying VOLKSWAGEN AG
IssuerLogo Issuer BNP Paribas BNP Paribas
0S2MB
ISINNLBNPFR1VQZ5
Date issued 2023-10-27
Strike 105
Maturity 2024-06-21 (15 Days)
Parity 10 : 1
Emission price 0.46
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 1.86
Lowest since issue 0.495
Delta0.89x
Omega 11.27
Premium0.48x
Gearing12.61x
Moneyness 1.080
Difference Strike -8.45
Difference Strike %-8.05%
Spread 0.06
Spread %6.45%
Theoretical value 0.9000
Implied Volatility 32.04 %
Total Loss Probability 11.83 %
Intrinsic value 0.8450
Present value 0.0550
Break even 114.00 €
Theta-0.04x
Vega0x
Rho0x

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
113.4 EUR
Average target price
142.3 EUR
Spread / Average Target
+25.47%
Consensus
  1. Stock Market
  2. Warrants
  3. 0S2MB Warrant