JB/CALL/ALLIANZ/250/0.02/20.06.25 | Market Closed - Swiss Exchange 08:50:00 31/05/2024 pm IST | ||
| 0.7 CHF | +6.06% |
|
| Current month | +25.00% | ||
| 1 month | +25.00% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
ALLIANZ SE
| Date | Price | Change |
|---|---|---|
| 31/24/31 | 0.7 | +6.06% |
| 30/24/30 | 0.66 | +1.54% |
| 29/24/29 | 0.65 | -4.41% |
| 27/24/27 | 0.68 | +1.49% |
| 24/24/24 | 0.67 | +1.52% |
Delayed Quote Swiss Exchange
Last update May 31, 2024 at 08:50 pm IST
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | ALLIANZ SE |
| Issuer | Bank Julius Bär |
| ALVEJB | |
| ISIN | CH1311831650 |
| Date issued | 11/01/2024 |
| Strike | 250 € |
| Maturity | 20/06/2025 (384 Days) |
| Parity | 50 : 1 |
| Emission price | 0.34 CHF |
| Emission volume | N/A |
| Settlement | les deux |
| Currency | CHF |
Technical Indicators
| Highest since issue | 0.74 CHF |
|---|---|
| Lowest since issue | 0.31 CHF |
| Delta | 0.62x |
| Omega | 4.635 |
| Premium | 6.59x |
| Gearing | 7.46x |
| Moneyness | 1.073 |
| Difference Strike | -18.3 € |
| Difference Strike % | -7.32% |
| Spread | 0.01 CHF |
| Spread % | 1.41% |
| Theoretical value | 0.7050 |
| Implied Volatility | 27.30 % |
| Total Loss Probability | 47.81 % |
| Intrinsic value | 0.3587 |
| Present value | 0.3463 |
| Break even | 285.97 CHF |
| Theta | -0x |
| Vega | 0.02x |
| Rho | 0.02x |
Company Profile
Allianz SE is one of the world's largest insurance companies. The group also develops banking activity. Revenues break down by activity as follows:
- life and health insurance (47.9%);
- non-life insurance (47.1%);
- asset management (5%): EUR 2,224 billion of assets managed at the end of 2023.
Sector
-
Consensus: Allianz SE
Sell
Buy
Mean consensus
BUY
Number of Analysts
16
Last Close Price
268.3
EUR
Average target price
284.1
EUR
Spread / Average Target
+5.90%
- Stock Market
- Warrants
- ALVEJB Warrant
