PUT/ZURICH INSURANCE/500/0.1/21.03.25 Stock

Warrant

DE000GG96EY9

Real-time BOERSE MUENCHEN 12:27:24 2024-07-03 EDT
3.99 EUR +7.55% Intraday chart for PUT/ZURICH INSURANCE/500/0.1/21.03.25
Current month+2.49%
Date Price Change
24-07-03 3.99 +7.55%
24-07-02 3.71 +10.09%
24-07-01 3.37 -6.91%
24-06-28 3.62 +2.26%
24-06-27 3.54 -1.12%

Real-time BOERSE MUENCHEN

Last update July 03, 2024 at 12:27 pm

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Static data

Product typeWarrants
Buy / SellPUT
Underlying ZURICH INSURANCE GROUP LTD
Issuer Goldman Sachs
WKN GG96EY
ISINDE000GG96EY9
Date issued 2024-06-04
Strike 500 CHF
Maturity 2025-03-21 (261 Days)
Parity 10 : 1
Emission price 3.83
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 4.57
Lowest since issue 3.15
Delta-0.6x
Omega 7.287
Premium2.52x
Gearing12.16x
Moneyness 1.057
Difference Strike 27 CHF
Difference Strike %+5.40%
Spread 0.2
Spread %4.88%
Theoretical value 3.990
Implied Volatility 16.35 %
Total Loss Probability 34.78 %
Intrinsic value 2.776
Present value 1.214
Break even 461.20 €
Theta-0.03x
Vega0.16x
Rho-0.24x

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