PUT/ZURICH INSURANCE/500/0.1/19.12.25 Share Price

Warrant

DE000GG96FG3

Real-time BOERSE MUENCHEN 19:26:55 03/07/2024 BST
6.34 EUR +4.11% Intraday chart for PUT/ZURICH INSURANCE/500/0.1/19.12.25
Current month+1.50%
Date Price Change
03/07/24 6.34 +4.11%
02/07/24 6.09 +6.28%
01/07/24 5.73 -4.50%
28/06/24 6 +1.52%
27/06/24 5.91 -0.51%

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 GG96FG
ISINDE000GG96FG3
Date issued 04/06/2024
Strike 500 CHF
Maturity 19/12/2025 (534 Days)
Parity 10 : 1
Emission price 5.96
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 6.89
Lowest since issue 5.48
Delta-0.64x
Omega 4.888
Premium7.35x
Gearing7.66x
Moneyness 1.057
Difference Strike 27 CHF
Difference Strike %+5.40%
Spread 0.2
Spread %3.10%
Theoretical value 6.350
Implied Volatility 14.92 %
Total Loss Probability 26.30 %
Intrinsic value 2.776
Present value 3.574
Break even 438.24 €
Theta-0.04x
Vega0.2x
Rho-0.55x

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