Real-time Bid/Ask 09:20:52 12/06/2024 BST | ||
1.99 CHF / 2.02 CHF | +3.35% |
Current month | -1.52% | ||
1 month | +14.79% |
Comparison chart between the derivative product and it's underlying value
Latest news about ZURICH INSURANCE GROUP LTD
Date | Price | Change |
---|---|---|
11/06/24 | 1.94 | -4.90% |
10/06/24 | 2.04 | -2.86% |
06/06/24 | 2.1 | +3.96% |
05/06/24 | 2.02 | +3.59% |
Delayed Quote Swiss Exchange
Last update June 11, 2024 at 04:20 pm
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | ZURICH INSURANCE GROUP LTD |
Issuer | UBS |
ZURUKU | |
ISIN | CH0589943205 |
Date issued | 14/01/2021 |
Strike | 380 CHF |
Maturity | 20/12/2024 (192 Days) |
Parity | 50 : 1 |
Emission price | 0.85 CHF |
Emission volume | N/A |
Settlement | physique |
Currency | CHF |
Technical Indicators
Highest since issue | 2.17 CHF |
---|---|
Lowest since issue | 0.7 CHF |
Delta | 0.93x |
Omega | 4.410 |
Premium | 1.25x |
Gearing | 4.76x |
Moneyness | 1.246 |
Difference Strike | -94.2 CHF |
Difference Strike % | -24.79% |
Spread | 0.02 CHF |
Spread % | 1.00% |
Theoretical value | 1.995 |
Implied Volatility | 23.23 % |
Total Loss Probability | 10.07 % |
Intrinsic value | 1.876 |
Present value | 0.1191 |
Break even | 479.76 CHF |
Theta | -0.01x |
Vega | 0.01x |
Rho | 0.04x |
Company Profile
Consensus: Zurich Insurance Group Ltd
- Stock Market
- Warrants
- ZURUKU Warrant