Market Closed - Bid/Ask 16:20:00 26/06/2024 BST | After market 16:15:00 | |||
0.63 CHF | -7.35% | 0.635 | +0.79% |
Current month | +10.53% | ||
1 month | +14.55% |
Comparison chart between the derivative product and it's underlying value
Date | Price | Change |
---|---|---|
26/06/24 | 0.63 | -7.35% |
25/06/24 | 0.68 | -4.23% |
24/06/24 | 0.71 | +4.41% |
21/06/24 | 0.68 | -1.45% |
20/06/24 | 0.69 | +4.55% |
Delayed Quote Swiss Exchange
Last update June 26, 2024 at 04:20 pm
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | ZURICH INSURANCE GROUP LTD |
Issuer | Bank Julius Bär |
ZURUJB | |
ISIN | CH1242798713 |
Date issued | 01/03/2023 |
Strike | 450 CHF |
Maturity | 20/12/2024 (176 Days) |
Parity | 69.93 : 1 |
Emission price | 0.5 CHF |
Emission volume | N/A |
Settlement | les deux |
Currency | CHF |
Technical Indicators
Highest since issue | 0.71 CHF |
---|---|
Lowest since issue | 0.2 CHF |
Delta | 0.74x |
Omega | 7.963 |
Premium | 2.85x |
Gearing | 10.83x |
Moneyness | 1.068 |
Difference Strike | -30.1 CHF |
Difference Strike % | -6.69% |
Spread | 0.01 CHF |
Spread % | 1.56% |
Theoretical value | 0.6350 |
Implied Volatility | 18.53 % |
Total Loss Probability | 30.78 % |
Intrinsic value | 0.4390 |
Present value | 0.1960 |
Break even | 494.41 CHF |
Theta | -0.01x |
Vega | 0.02x |
Rho | 0.02x |
Company Profile
Consensus: Zurich Insurance Group Ltd
- Stock Market
- Warrants
- ZURUJB Warrant