PUT/ZURICH INSURANCE/450/0.1/19.12.25 Stock

Warrant

DE000GG684R2

Real-time BOERSE MUENCHEN 14:25:11 2024-07-03 EDT
3.47 EUR +3.89% Intraday chart for PUT/ZURICH INSURANCE/450/0.1/19.12.25
Current month+1.52%
1 month-3.47%
Date Price Change
24-07-03 3.47 +3.89%
24-07-02 3.34 +6.03%
24-07-01 3.15 -4.26%
24-06-28 3.29 +2.17%
24-06-27 3.22 -0.92%

Real-time BOERSE MUENCHEN

Last update July 03, 2024 at 02:25 pm

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Static data

Product typeWarrants
Buy / SellPUT
Underlying ZURICH INSURANCE GROUP LTD
Issuer Goldman Sachs
WKN GG684R
ISINDE000GG684R2
Date issued 2024-04-15
Strike 450 CHF
Maturity 2025-12-19 (534 Days)
Parity 10 : 1
Emission price 4.55
Emission volume N/A
Settlement Por diferencias
Currency EUR

Technical Indicators

Highest since issue 5.25
Lowest since issue 2.94
Delta-0.42x
Omega 5.841
Premium12.08x
Gearing13.85x
Moneyness 0.9514
Difference Strike -23 CHF
Difference Strike %-5.11%
Spread 0.2
Spread %5.54%
Theoretical value 3.510
Implied Volatility 16.64 %
Total Loss Probability 47.41 %
Intrinsic value 0.000000
Present value 3.510
Break even 415.85 €
Theta-0.03x
Vega0.22x
Rho-0.35x

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
476.8 CHF
Average target price
472.2 CHF
Spread / Average Target
-0.96%
Consensus