BNP PARIBAS ARBITRAGE/CALL/SCOR SE/30/0.2/21.06.24 Stock

Warrant

PA3MB

NLBNPFR1W5D8

Market Closed - Euronext Paris 12:30:02 2024-06-14 pm EDT
0.015 EUR 0.00% Intraday chart for BNP PARIBAS ARBITRAGE/CALL/SCOR SE/30/0.2/21.06.24
3 months-92.68%
6 months-95.38%
Date Price Change
24-06-13 0.015 0.00%
24-06-12 0.015 0.00%
24-06-11 0.015 0.00%
24-06-10 0.015 0.00%
24-06-07 0.015 0.00%

Real-time Euronext Paris

Last update June 14, 2024 at 12:30 pm EDT

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Static data

Product typeWarrants
Buy / SellCALL
Underlying SCOR SE
IssuerLogo Issuer BNP Paribas BNP Paribas
PA3MB
ISINNLBNPFR1W5D8
Date issued 2023-11-21
Strike 30
Maturity 2024-06-21 (7 Days)
Parity 5 : 1
Emission price 0.27
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 0.59
Lowest since issue 0.015
Delta0.06x
Omega 19.44
Premium22.57x
Gearing316.65x
Moneyness 0.8180
Difference Strike 5.46
Difference Strike %+18.20%
Spread 0.029
Spread %96.67%
Theoretical value 0.0155
Implied Volatility 90.05 %
Total Loss Probability 95.23 %
Intrinsic value 0.000000
Present value 0.0155
Break even 30.08 €
Theta-0.04x
Vega0x
Rho0x

Company Profile

Scor SE is the leading French reinsurance company. Gross written premiums per activity are distributed as follows: - life and health reinsurance (51.2%); - non-life reinsurance (48.8%): reinsurance against damages (coverage for damage to industrial and commercial property, vehicles, ships, and stored or transported merchandise, coverage for losses due to fire, and civil liability coverage) and specialties (coverage for risks in the agriculture, aviation, construction and credit guarantee fields). Geographic distribution of gross written premiums is as follows: France (17%), Europe (44.7%), Far East (18.8%), North America (7.4%), South America (2.2%), Africa (0.7%) and other (9.2%).
Sector
-
More about the company

Ratings for Scor SE

Trading Rating
Investor Rating
ESG Refinitiv
B
More Ratings

Consensus: Scor SE

Sell
Consensus
Buy
Mean consensus
OUTPERFORM
Number of Analysts
15
Last Close Price
24.54 EUR
Average target price
33.96 EUR
Spread / Average Target
+38.39%
Consensus
  1. Stock Market
  2. Warrants
  3. PA3MB Warrant