Market Closed - Bid/Ask 08:50:00 26/06/2024 pm IST | After market 08:45:00 pm | |||
0.92 CHF | -5.15% | 0.925 | +0.54% |
Current month | +8.24% | ||
1 month | +9.52% |
Comparison chart between the derivative product and it's underlying value
Date | Price | Change |
---|---|---|
26/24/26 | 0.92 | -5.15% |
25/24/25 | 0.97 | -3.96% |
24/24/24 | 1.01 | +3.06% |
21/24/21 | 0.98 | -1.01% |
20/24/20 | 0.99 | +3.13% |
Delayed Quote Swiss Exchange
Last update June 26, 2024 at 08:50 pm IST
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | ZURICH INSURANCE GROUP LTD |
Issuer | Bank Julius Bär |
ZURHJB | |
ISIN | CH1308928774 |
Date issued | 19/12/2023 |
Strike | 430 CHF |
Maturity | 21/03/2025 (267 Days) |
Parity | 69.93 : 1 |
Emission price | 0.54 CHF |
Emission volume | N/A |
Settlement | les deux |
Currency | CHF |
Technical Indicators
Highest since issue | 1.01 CHF |
---|---|
Lowest since issue | 0.38 CHF |
Delta | 0.8x |
Omega | 5.906 |
Premium | 3.04x |
Gearing | 7.42x |
Moneyness | 1.117 |
Difference Strike | -50.1 CHF |
Difference Strike % | -11.65% |
Spread | 0.01 CHF |
Spread % | 1.08% |
Theoretical value | 0.9250 |
Implied Volatility | 19.06 % |
Total Loss Probability | 25.33 % |
Intrinsic value | 0.7164 |
Present value | 0.2086 |
Break even | 494.69 CHF |
Theta | -0.01x |
Vega | 0.02x |
Rho | 0.03x |
Company Profile
Consensus: Zurich Insurance Group Ltd
- Stock Market
- Warrants
- ZURHJB Warrant