BNP PARIBAS ARBITRAGE/PUT/NATURGY ENERGY GROUP/26/0.2/21.06.24 Stock

Warrant

K7221

NLBNPES1S240

Real-time Bid/Ask 05:11:22 2024-06-03 am EDT
0.33 EUR / 0.34 EUR -1.47% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/NATURGY ENERGY GROUP/26/0.2/21.06.24
1 month-34.62%
3 months-55.26%

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

End-of-day quotes
Date Price Change
24-05-31 0.34 -2.86%
24-05-30 0.35 -12.50%
24-05-29 0.4 +14.29%
24-05-28 0.35 +2.94%
24-05-27 0.34 -8.11%

Delayed Quote BME

Last update May 31, 2024 at 11:30 am EDT

More quotes

Static data

Product typeWarrants
Buy / SellPUT
Underlying NATURGY ENERGY GROUP, S.A.
IssuerLogo Issuer BNP Paribas BNP Paribas
K7221
ISINNLBNPES1S240
Date issued 2024-01-11
Strike 26
Maturity 2024-06-21 (19 Days)
Parity 5 : 1
Emission price 0.19
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 1.32
Lowest since issue 0.19
Delta-0.68x
Omega 10.10
Premium1.6x
Gearing14.76x
Moneyness 1.052
Difference Strike 1.33
Difference Strike %+5.12%
Spread 0.01
Spread %2.94%
Theoretical value 0.3250
Implied Volatility 37.52 %
Total Loss Probability 25.97 %
Intrinsic value 0.2640
Present value 0.0610
Break even 24.38 €
Theta-0.02x
Vega0x
Rho-0x

Company Profile

Naturgy Energy Group, S.A. specializes in the processing, transportation and distribution of natural gas, and in the production of electricity. The group's activity is organized around 4 business areas: - purchase, transportation and distribution of natural gas: 386,479 GWh distributed in 2022, through a network of 136,272 km of pipeline; - production and distribution of electricity: 47,029 GWh produced and 34,033 GWh distributed through a network of 155,060 km of electricity transmission and distribution lines; - transportation and sale of liquefied natural gas; - management and operation of gas and electricity infrastructures. Net sales are distributed geographically as follows: Spain (53%), Europe (14.5%), Latin America (22.3%) and other (10.2%).
Sector
-
More about the company

Ratings for Naturgy Energy Group, S.A.

Trading Rating
Investor Rating
ESG Refinitiv
A-
More Ratings

Consensus: Naturgy Energy Group, S.A.

Sell
Consensus
Buy
Mean consensus
UNDERPERFORM
Number of Analysts
15
Last Close Price
24.68 EUR
Average target price
23.87 EUR
Spread / Average Target
-3.26%
Consensus
  1. Stock Market
  2. Warrants
  3. K7221 Warrant