SG/CALL/ZURICH INSURANCE/480/0.1/20.12.24 Stock

Warrant

DE000SW984L5

Real-time Boerse Frankfurt Warrants 10:27:32 2024-07-16 EDT
1.82 EUR -1.62% Intraday chart for SG/CALL/ZURICH INSURANCE/480/0.1/20.12.24
Current month-9.31%
1 month-1.60%
Date Price Change
24-07-16 1.82 -1.62%
24-07-15 1.85 -7.50%
24-07-12 2 +4.71%
24-07-11 1.91 -9.48%
24-07-10 2.11 +18.54%

Real-time Boerse Frankfurt Warrants

Last update July 16, 2024 at 10:27 am

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Static data

Product typeWarrants
Buy / SellCALL
Underlying ZURICH INSURANCE GROUP LTD
IssuerLogo Issuer Société Générale Société Générale
WKN SW984L
ISINDE000SW984L5
Date issued 2024-05-13
Strike 480 CHF
Maturity 2024-12-20 (157 Days)
Parity 10 : 1
Emission price 1.75
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 2.8
Lowest since issue 1.1
Delta0.49x
Omega 13.60
Premium4.89x
Gearing27.61x
Moneyness 0.9875
Difference Strike 4.2 CHF
Difference Strike %+0.87%
Spread 0.04
Spread %2.25%
Theoretical value 1.790
Implied Volatility 14.95 %
Total Loss Probability 53.97 %
Intrinsic value 0.000000
Present value 1.790
Break even 497.45 €
Theta-0.05x
Vega0.13x
Rho0.1x

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
480.5 CHF
Average target price
474.3 CHF
Spread / Average Target
-1.30%
Consensus