BNP PARIBAS ARBITRAGE/PUT/ALSTOM/20/0.2/21.06.24 Stock

Warrant

0Y1MB

NLBNPFR1V0A6

Market Closed - Euronext Paris 12:30:02 2024-05-22 pm EDT
0.415 EUR -2.35% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/ALSTOM/20/0.2/21.06.24
Current month-60.48%
1 month-56.77%

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

End-of-day quotes
Chart ALSTOM
Chart BNP PARIBAS ARBITRAGE/PUT/ALSTOM/20/0.2/21.06.24
Date Price Change
24-05-22 0.415 -2.35%
24-05-21 0.425 -2.30%
24-05-20 0.435 0.00%
24-05-17 0.435 +4.82%
24-05-16 0.415 -10.75%

Real-time Euronext Paris

Last update May 22, 2024 at 12:30 pm EDT

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Static data

Product typeWarrants
Buy / SellPUT
Underlying ALSTOM
IssuerLogo Issuer BNP Paribas BNP Paribas
0Y1MB
ISINNLBNPFR1V0A6
Date issued 2023-09-14
Strike 20
Maturity 2024-06-21 (30 Days)
Parity 5 : 1
Emission price 0.24
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 1.82
Lowest since issue 0.245
Delta-0.77x
Omega 6.726
Premium1.16x
Gearing8.74x
Moneyness 1.103
Difference Strike 1.865
Difference Strike %+9.32%
Spread 0.03
Spread %6.98%
Theoretical value 0.4150
Implied Volatility 41.47 %
Total Loss Probability 19.59 %
Intrinsic value 0.3730
Present value 0.0420
Break even 17.93 €
Theta-0.01x
Vega0x
Rho-0x

Company Profile

Alstom is one of the world leading manufacturers of infrastructures for rail transport sector. Net sales break down by family of products and services as follows: - rolling stocks (51.8%): trains, tramways and locomotives; - railway services (24.2%): maintenance, modernization, management of spare parts, support and technical assistance services; - signaling, information and control systems (15%); - railway infrastructures (9%): infrastructures for the track laying, lines electrical power systems, electromechanical equipment, telecommunication devices and traveler information in station, terminals for automatic purchase of tickets, access to escalators, lifts for disabled, automatic landing doors on platforms, ventilation, air conditioning and lighting systems). Net sales are distributed geographically as follows: France (15.4%), Europe (42.2%), Americas (19.7%), Asia/Pacific (13.8%) and Middle East/Africa/Central Asia (8.9%).
Sector
-
More about the company

Ratings for Alstom

Trading Rating
Investor Rating
ESG Refinitiv
A-
More Ratings

Consensus: Alstom

Sell
Consensus
Buy
Mean consensus
BUY
Number of Analysts
15
Last Close Price
18.14 EUR
Average target price
20.29 EUR
Spread / Average Target
+11.90%
Consensus
  1. Stock Market
  2. Warrants
  3. 0Y1MB Warrant