PUT/ZURICH INSURANCE/500/0.1/20.12.24 Share Price

Warrant

DE000GG96HR6

Real-time BOERSE MUENCHEN 19:26:46 03/07/2024 BST
3.57 EUR +9.17% Intraday chart for PUT/ZURICH INSURANCE/500/0.1/20.12.24
Current month+3.15%
Date Price Change
03/07/24 3.57 +9.17%
02/07/24 3.27 +12.76%
01/07/24 2.9 -8.52%
28/06/24 3.17 +3.26%
27/06/24 3.07 -1.29%

Real-time BOERSE MUENCHEN

Last update July 03, 2024 at 07:26 pm

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Static data

Product typeWarrants
Buy / SellPUT
Underlying ZURICH INSURANCE GROUP LTD
Issuer Goldman Sachs
WKN GG96HR
ISINDE000GG96HR6
Date issued 04/06/2024
Strike 500 CHF
Maturity 20/12/2024 (170 Days)
Parity 10 : 1
Emission price 3.44
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 4.2
Lowest since issue 2.66
Delta-0.66x
Omega 8.975
Premium1.61x
Gearing13.66x
Moneyness 1.057
Difference Strike 27 CHF
Difference Strike %+5.40%
Spread 0.2
Spread %5.46%
Theoretical value 3.560
Implied Volatility 15.64 %
Total Loss Probability 30.44 %
Intrinsic value 2.776
Present value 0.7844
Break even 465.37 €
Theta-0.03x
Vega0.12x
Rho-0.17x

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
476.8 CHF
Average target price
472.2 CHF
Spread / Average Target
-0.96%
Consensus