BNP/CALL/ZURICH INSURANCE/400/0.1/19.12.25 Share Price

Warrant

DE000PC39XG6

Market Closed - Boerse Frankfurt Warrants 15:21:17 28/06/2024 BST
9.58 EUR -1.94% Intraday chart for BNP/CALL/ZURICH INSURANCE/400/0.1/19.12.25
Current month+8.00%
1 month+13.91%
Date Price Change
28/06/24 9.58 -1.94%
27/06/24 9.77 +1.03%
26/06/24 9.67 -3.88%
25/06/24 10.06 -2.61%
24/06/24 10.33 +2.08%

Real-time Boerse Frankfurt Warrants

Last update June 28, 2024 at 03:21 pm

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Static data

Product typeWarrants
Buy / SellCALL
Underlying ZURICH INSURANCE GROUP LTD
IssuerLogo Issuer BNP Paribas BNP Paribas
WKN PC39XG
ISINDE000PC39XG6
Date issued 31/01/2024
Strike 400 CHF
Maturity 19/12/2025 (537 Days)
Parity 10 : 1
Emission price 4.53
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 10.33
Lowest since issue 4.76
Delta0.75x
Omega 3.934
Premium2.58x
Gearing5.24x
Moneyness 1.198
Difference Strike -79.1 CHF
Difference Strike %-19.78%
Spread 0.02
Spread %0.21%
Theoretical value 9.500
Implied Volatility 25.31 %
Total Loss Probability 38.36 %
Intrinsic value 8.209
Present value 1.291
Break even 491.54 €
Theta-0.02x
Vega0.17x
Rho0.23x

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
479.1 CHF
Average target price
472.1 CHF
Spread / Average Target
-1.47%
Consensus