CALL/ZURICH INSURANCE/450/0.1/20.12.24 Stock

Warrant

DE000GP7U6H0

Market Closed - BOERSE MUENCHEN 14:27:03 2024-06-26 EDT
4.47 EUR -8.78% Intraday chart for CALL/ZURICH INSURANCE/450/0.1/20.12.24
Current month+15.80%
1 month+18.57%
Date Price Change
24-06-26 4.47 -8.78%
24-06-25 4.9 -2.78%
24-06-24 5.04 +3.70%
24-06-21 4.86 -0.61%
24-06-20 4.89 +3.60%

Real-time BOERSE MUENCHEN

Last update June 26, 2024 at 02:27 pm

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Static data

Product typeWarrants
Buy / SellCALL
Underlying ZURICH INSURANCE GROUP LTD
Issuer Goldman Sachs
WKN GP7U6H
ISINDE000GP7U6H0
Date issued 2023-07-11
Strike 450 CHF
Maturity 2024-12-20 (177 Days)
Parity 10 : 1
Emission price 1.48
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 5.06
Lowest since issue 1.28
Delta0.74x
Omega 8.217
Premium2.71x
Gearing11.11x
Moneyness 1.067
Difference Strike -30.2 CHF
Difference Strike %-6.71%
Spread 0.2
Spread %4.34%
Theoretical value 4.500
Implied Volatility 17.65 %
Total Loss Probability 30.03 %
Intrinsic value 3.150
Present value 1.350
Break even 493.14 €
Theta-0.05x
Vega0.11x
Rho0.16x

Company Profile

Zurich Insurance Group Ltd is an insurance group. Revenues break down by activity as follows: - property & casualty insurance (78.9%); - life insurance (6.8%); - other (1.1%): primarily network, investment, and market banking activities (Zurich Capital Markets), reinsurance, asset management, management of its own accounts, etc. The remaining revenues (13.2%) are from services provided through Farmers Group (risk assessment, administrative and accounting services related to contracts, collection of premiums, portfolio management and other administrative services).
Sector
-
More about the company

Ratings for Zurich Insurance Group Ltd

Trading Rating
Investor Rating
ESG Refinitiv
C+
More Ratings

Consensus: Zurich Insurance Group Ltd

Sell
Consensus
Buy
Mean consensus
HOLD
Number of Analysts
16
Last Close Price
480.2 CHF
Average target price
471.9 CHF
Spread / Average Target
-1.73%
Consensus