BNP PARIBAS ARBITRAGE/PUT/ALLIANZ/225/0.1/21.06.24 | Real-time Euronext Paris 10:05:03 2024-05-17 am EDT | ||
| 0.045 EUR | 0.00% |
|
| Current month | -66.67% | ||
| 1 month | -84.21% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
ALLIANZ SE
| Date | Price | Change |
|---|---|---|
| 24-05-17 | 0.045 | 0.00% |
| 24-05-16 | 0.045 | +28.57% |
| 24-05-15 | 0.035 | -36.36% |
| 24-05-14 | 0.055 | 0.00% |
| 24-05-13 | 0.055 | 0.00% |
Real-time Euronext Paris
Last update May 17, 2024 at 10:05 am EDT
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | PUT |
| Underlying | ALLIANZ SE |
| Issuer | 
BNP Paribas
|
| T8KNB | |
| ISIN | NLBNPFR1WPJ9 |
| Date issued | 2023-12-06 |
| Strike | 225 € |
| Maturity | 2024-06-21 (35 Days) |
| Parity | 10 : 1 |
| Emission price | 0.87 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 0.985 € |
|---|---|
| Lowest since issue | 0.035 € |
| Delta | -0.04x |
| Omega | 23.32 |
| Premium | 15.93x |
| Gearing | 593.56x |
| Moneyness | 0.8424 |
| Difference Strike | -42.15 € |
| Difference Strike % | -18.73% |
| Spread | 0.01 € |
| Spread % | 20.00% |
| Theoretical value | 0.0450 |
| Implied Volatility | 33.13 % |
| Total Loss Probability | 95.12 % |
| Intrinsic value | 0.000000 |
| Present value | 0.0450 |
| Break even | 224.55 € |
| Theta | -0.02x |
| Vega | 0.01x |
| Rho | -0x |
Company Profile
Allianz SE is one of the world's largest insurance companies. The group also develops banking activity. Revenues break down by activity as follows:
- life and health insurance (47.9%);
- non-life insurance (47.1%);
- asset management (5%): EUR 2,224 billion of assets managed at the end of 2023.
Sector
-
Consensus: Allianz SE
Sell
Buy
Mean consensus
BUY
Number of Analysts
16
Last Close Price
266.3
EUR
Average target price
281
EUR
Spread / Average Target
+5.52%
- Stock Market
- Warrants
- T8KNB Warrant