Market Closed - Bid/Ask 16:20:00 26/06/2024 BST | After market 16:15:00 | |||
0.61 CHF | -7.58% | 0.615 | +0.82% |
Current month | +8.93% | ||
1 month | +12.96% |
Comparison chart between the derivative product and it's underlying value
Date | Price | Change |
---|---|---|
26/06/24 | 0.61 | -7.58% |
25/06/24 | 0.66 | -2.94% |
24/06/24 | 0.68 | +3.03% |
21/06/24 | 0.66 | -1.49% |
20/06/24 | 0.67 | +3.08% |
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 |
ZURBJB | |
ISIN | CH1308928766 |
Date issued | 19/12/2023 |
Strike | 460 CHF |
Maturity | 21/03/2025 (267 Days) |
Parity | 69.93 : 1 |
Emission price | 0.33 CHF |
Emission volume | N/A |
Settlement | les deux |
Currency | CHF |
Technical Indicators
Highest since issue | 0.68 CHF |
---|---|
Lowest since issue | 0.22 CHF |
Delta | 0.67x |
Omega | 7.436 |
Premium | 4.77x |
Gearing | 11.16x |
Moneyness | 1.044 |
Difference Strike | -20.1 CHF |
Difference Strike % | -4.37% |
Spread | 0.01 CHF |
Spread % | 1.61% |
Theoretical value | 0.6150 |
Implied Volatility | 17.95 % |
Total Loss Probability | 39.12 % |
Intrinsic value | 0.2874 |
Present value | 0.3276 |
Break even | 503.01 CHF |
Theta | -0.01x |
Vega | 0.02x |
Rho | 0.03x |
Company Profile
Consensus: Zurich Insurance Group Ltd
- Stock Market
- Warrants
- ZURBJB Warrant