JB/CALL/ALLIANZ/260/0.02/20.12.24 | Market Closed - Swiss Exchange 08:50:00 31/05/2024 pm IST | ||
| 0.44 CHF | +10.00% |
|
| Current month | +33.33% | ||
| 1 month | +33.33% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
ALLIANZ SE
| Date | Price | Change |
|---|---|---|
| 31/24/31 | 0.44 | +10.00% |
| 29/24/29 | 0.4 | -4.76% |
| 28/24/28 | 0.42 | -2.33% |
| 27/24/27 | 0.43 | +2.38% |
| 24/24/24 | 0.42 | +2.44% |
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 |
| ALVSJB | |
| ISIN | CH1317207152 |
| Date issued | 01/02/2024 |
| Strike | 260 € |
| Maturity | 20/12/2024 (203 Days) |
| Parity | 50 : 1 |
| Emission price | 0.21 CHF |
| Emission volume | N/A |
| Settlement | les deux |
| Currency | CHF |
Technical Indicators
| Highest since issue | 0.5 CHF |
|---|---|
| Lowest since issue | 0.15 CHF |
| Delta | 0.66x |
| Omega | 7.805 |
| Premium | 5.61x |
| Gearing | 11.79x |
| Moneyness | 1.030 |
| Difference Strike | -8.3 € |
| Difference Strike % | -3.19% |
| Spread | 0.01 CHF |
| Spread % | 2.22% |
| Theoretical value | 0.4450 |
| Implied Volatility | 19.61 % |
| Total Loss Probability | 39.27 % |
| Intrinsic value | 0.1509 |
| Present value | 0.2941 |
| Break even | 282.71 CHF |
| Theta | -0.01x |
| Vega | 0.01x |
| 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
- ALVSJB Warrant
