Market Closed - Swiss Exchange 08:50:00 14/06/2024 pm IST | ||
0.9 CHF | -2.17% |
Current month | -3.23% | ||
1 month | +34.33% |
Comparison chart between the derivative product and it's underlying value
Latest news about ZURICH INSURANCE GROUP LTD
Date | Price | Change |
---|---|---|
14/24/14 | 0.9 | -2.17% |
13/24/13 | 0.92 | -3.16% |
12/24/12 | 0.95 | +6.74% |
11/24/11 | 0.89 | -9.18% |
10/24/10 | 0.98 | -5.77% |
Delayed Quote Swiss Exchange
Last update June 14, 2024 at 08:50 pm IST
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | ZURICH INSURANCE GROUP LTD |
Issuer | Vontobel |
WZUBPV | |
ISIN | CH1225162911 |
Date issued | 22/11/2022 |
Strike | 440 CHF |
Maturity | 20/12/2024 (187 Days) |
Parity | 50 : 1 |
Emission price | 0.86 CHF |
Emission volume | N/A |
Settlement | Por entregas |
Currency | CHF |
Technical Indicators
Highest since issue | 1.05 CHF |
---|---|
Lowest since issue | 0.34 CHF |
Delta | 0.75x |
Omega | 7.868 |
Premium | 2.83x |
Gearing | 10.53x |
Moneyness | 1.071 |
Difference Strike | -31.4 CHF |
Difference Strike % | -7.14% |
Spread | 0.01 CHF |
Spread % | 1.11% |
Theoretical value | 0.8950 |
Implied Volatility | 17.81 % |
Total Loss Probability | 29.55 % |
Intrinsic value | 0.6280 |
Present value | 0.2670 |
Break even | 484.75 CHF |
Theta | -0.01x |
Vega | 0.02x |
Rho | 0.03x |
Company Profile
Consensus: Zurich Insurance Group Ltd
- Stock Market
- Warrants
- WZUBPV Warrant