BNP PARIBAS ARBITRAGE/CALL/STMICROELECTRONICS/55/0.5/20.09.24

BNP PARIBAS ARBITRAGE/CALL/STMICROELECTRONICS/55/0.5/20.09.24 Stock

Warrant

JA3MB

NLBNPFR1W572

Market Closed - Euronext Paris 10:17:39 2023-12-21 am EST
1.305 ^EUR	-3.69%

1 month

+66.24%

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

End-of-day quotes

Chart STMICROELECTRONICS N.V.

Chart BNP PARIBAS ARBITRAGE/CALL/STMICROELECTRONICS/55/0.5/20.09.24

Latest news about STMICROELECTRONICS N.V.

STMicroelectronics N : Announces Status of Common Share Repurchase Program - Form 6-K	May. 28	PU
STMicroelectronics N : STMicroelectronics Announces Status of Common Share Repurchase Program Disclosure of Transactions in Own Shares – Period from May 20, 2024 to May 24, 2024	May. 27	PU
STMicroelectronics: nearly 200,000 shares bought back	May. 27	CF
STMicroelectronics Announces Status of Common Share Repurchase Program	May. 27	GL

More news

Static data

Product type	Warrants
Buy / Sell	CALL
Underlying	STMICROELECTRONICS N.V.
Issuer	BNP Paribas
	JA3MB
ISIN	NLBNPFR1W572
Date issued	2023-11-21
Strike	55 €
Maturity	2024-09-20 (113 Days)
Parity	2 : 1
Emission price	0.67 €
Emission volume	N/A
Settlement	règlement en espèces
Currency	EUR

Technical Indicators

Highest since issue	1.545 €
Lowest since issue	0.76 €
Delta	0.31x
Omega	4.951
Premium	39.4x
Gearing	16.19x
Moneyness	0.7506
Difference Strike	17.22 €
Difference Strike %	+31.30%
Spread	0.03 €
Spread %	2.33%
Theoretical value	1.275
Implied Volatility	45.54 %
Total Loss Probability	81.19 %
Intrinsic value	0.000000
Present value	1.275
Break even	57.55 €
Theta	-0.04x
Vega	0.06x
Rho	0.03x

Company Profile

STMicroelectronics N.V. is a global leader in the semiconductor market serving customers across the spectrum of sense and power and automotive products and embedded processing solutions. From energy management and savings to trust and data security, from healthcare and wellness to smart consumer devices, in the home, car and office, at work and at play, STMicroelectronics is found everywhere microelectronics make a positive and innovative contribution to people's life. By getting more from technology to get more from life, STMicroelectronics N.V. stands for life augmented.

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