BNP PARIBAS ARBITRAGE/PUT/TERNA S.P.A./7.5/0.1/19.12.24 | Market Closed - Borsa Italiana 04:05:00 2024-05-31 pm EDT | ||
| 0.045 EUR | -10.89% |
|
| Current month | -24.37% | ||
| 1 month | -24.37% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
TERNA S.P.A.
Latest news about TERNA S.P.A.
| Date | Price | Change |
|---|---|---|
| 24-05-31 | 0.045 | -10.89% |
| 24-05-30 | 0.0505 | -0.98% |
| 24-05-29 | 0.051 | +4.08% |
| 24-05-28 | 0.049 | +3.16% |
| 24-05-27 | 0.0475 | -6.86% |
Real-time Borsa Italiana
Last update May 31, 2024 at 04:05 pm EDT
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | PUT |
| Underlying | TERNA S.P.A. |
| Issuer | 
BNP Paribas
|
| P1ZU15 | |
| ISIN | NLBNPIT1ZU15 |
| Date issued | 2024-02-22 |
| Strike | 7.5 € |
| Maturity | 2024-12-19 (202 Days) |
| Parity | 10 : 1 |
| Emission price | - € |
| Emission volume | N/A |
| Settlement | Por diferencias |
| Currency | EUR |
Technical Indicators
| Highest since issue | 0.076 € |
|---|---|
| Lowest since issue | 0.0355 € |
| Delta | -0.41x |
| Omega | 6.967 |
| Premium | 8.7x |
| Gearing | 17.16x |
| Moneyness | 0.9713 |
| Difference Strike | -0.222 € |
| Difference Strike % | -2.96% |
| Spread | 0.012 € |
| Spread % | 23.53% |
| Theoretical value | 0.0450 |
| Implied Volatility | 23.82 % |
| Total Loss Probability | 51.17 % |
| Intrinsic value | 0.000000 |
| Present value | 0.0450 |
| Break even | 7.050 € |
| Theta | -0x |
| Vega | 0x |
| Rho | -0x |
Company Profile
Terna S.p.A. specializes in operating and maintaining the majority of Italy's high voltage and very high voltage electrical network. Net sales break down by activity as follows:
- operation of Italian grid (85.8%): owned, at the end of 2022, a grid of 68,105 km of power lines, 7,044 bays, 901 substations and 768 transformers;
- provision of services (14.2%): maintenance of high-voltage lines and fiber optic networks, engineering services for power and telecommunications stations, etc.
Sector
-
Consensus: Terna S.p.A.
Sell
Buy
Mean consensus
OUTPERFORM
Number of Analysts
18
Last Close Price
7.722
EUR
Average target price
8.122
EUR
Spread / Average Target
+5.18%
- Stock Market
- Warrants
- P1ZU15 Warrant
