UBS/CALL/ZURICH INSURANCE/550.005/0.02/20.12.24 | Delayed Swiss Exchange 11:20:00 2024-05-21 EDT | ||
| 0.05 CHF | +16.28% |
|
| 1 month | +13.64% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Latest news about ZURICH INSURANCE GROUP LTD
Static data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | ZURICH INSURANCE GROUP LTD |
| Issuer | UBS |
| ZVUR5U | |
| ISIN | CH0594163153 |
| Date issued | 2021-03-03 |
| Strike | 550 CHF |
| Maturity | 2024-12-20 (206 Days) |
| Parity | 50 : 1 |
| Emission price | 0.23 CHF |
| Emission volume | N/A |
| Settlement | physique |
| Currency | CHF |
Technical Indicators
| Highest since issue | 0.51 CHF |
|---|---|
| Lowest since issue | 0.03 CHF |
| Delta | 0.11x |
| Omega | 19.58 |
| Premium | 16.61x |
| Gearing | 172.36x |
| Moneyness | 0.8618 |
| Difference Strike | 80.5 CHF |
| Difference Strike % | +14.64% |
| Spread | 0.01 CHF |
| Spread % | 16.67% |
| Theoretical value | 0.0550 |
| Implied Volatility | 14.51 % |
| Total Loss Probability | 90.65 % |
| Intrinsic value | 0.000000 |
| Present value | 0.0550 |
| Break even | 552.76 CHF |
| Theta | -0x |
| Vega | 0.01x |
| Rho | 0.01x |
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
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Consensus: Zurich Insurance Group Ltd
Sell
Buy
Mean consensus
HOLD
Number of Analysts
16
Last Close Price
468.7
CHF
Average target price
466.7
CHF
Spread / Average Target
-0.42%
- Stock Market
- Warrants
- ZVUR5U Warrant
