Real-time BOERSE MUENCHEN 19:27:10 03/07/2024 BST | ||
3.99 EUR | +7.55% |
|
Current month | +2.49% |
Comparison chart between the derivative product and it's underlying value
Latest news about ZURICH INSURANCE GROUP LTD
Date | Price | Change |
---|---|---|
03/07/24 | 3.99 | +7.55% |
02/07/24 | 3.71 | +10.09% |
01/07/24 | 3.37 | -6.91% |
28/06/24 | 3.62 | +2.26% |
27/06/24 | 3.54 | -1.12% |
Real-time BOERSE MUENCHEN
Last update July 03, 2024 at 07:27 pm
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | PUT |
Underlying | ZURICH INSURANCE GROUP LTD |
Issuer | Goldman Sachs |
WKN | GG96EY |
ISIN | DE000GG96EY9 |
Date issued | 04/06/2024 |
Strike | 500 CHF |
Maturity | 21/03/2025 (261 Days) |
Parity | 10 : 1 |
Emission price | 3.83 € |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | EUR |
Technical Indicators
Highest since issue | 4.57 € |
---|---|
Lowest since issue | 3.15 € |
Delta | -0.6x |
Omega | 7.287 |
Premium | 2.52x |
Gearing | 12.16x |
Moneyness | 1.057 |
Difference Strike | 27 CHF |
Difference Strike % | +5.40% |
Spread | 0.2 € |
Spread % | 4.88% |
Theoretical value | 4.000 |
Implied Volatility | 16.42 % |
Total Loss Probability | 34.82 % |
Intrinsic value | 2.776 |
Present value | 1.224 |
Break even | 461.09 € |
Theta | -0.03x |
Vega | 0.16x |
Rho | -0.24x |
Company Profile
Consensus: Zurich Insurance Group Ltd
![Consensus](/images/consensus_flch.gif)
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