Market Closed - Swiss Exchange 11:20:00 2024-07-05 EDT | ||
0.15 CHF | -6.25% |
1 month | -16.67% | ||
3 months | -6.25% |
Comparison chart between the derivative product and it's underlying value
Latest news about ZURICH INSURANCE GROUP LTD
Date | Price | Change |
---|---|---|
24-07-05 | 0.15 | -6.25% |
24-07-03 | 0.16 | -11.11% |
24-07-02 | 0.18 | -10.00% |
24-06-26 | 0.2 | -9.09% |
Delayed Quote Swiss Exchange
Last update July 05, 2024 at 11:20 am
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | ZURICH INSURANCE GROUP LTD |
Issuer | UBS |
PZURVU | |
ISIN | CH1258546477 |
Date issued | 2023-06-19 |
Strike | 540 CHF |
Maturity | 2025-06-20 (349 Days) |
Parity | 50 : 1 |
Emission price | 0.19 CHF |
Emission volume | N/A |
Settlement | physique |
Currency | CHF |
Technical Indicators
Highest since issue | 0.23 CHF |
---|---|
Lowest since issue | 0.07 CHF |
Delta | 0.18x |
Omega | 11.50 |
Premium | 16.19x |
Gearing | 64.97x |
Moneyness | 0.8722 |
Difference Strike | 69 CHF |
Difference Strike % | +12.78% |
Spread | 0.01 CHF |
Spread % | 6.67% |
Theoretical value | 0.1450 |
Implied Volatility | 17.70 % |
Total Loss Probability | 86.74 % |
Intrinsic value | 0.000000 |
Present value | 0.1450 |
Break even | 547.26 CHF |
Theta | -0x |
Vega | 0.02x |
Rho | 0.01x |
Company Profile
Consensus: Zurich Insurance Group Ltd
- Stock Market
- Warrants
- PZURVU Warrant