JB/PUT/ALLIANZ/240/0.02/20.09.24 | Real-time Bid/Ask 04:44:12 03/06/2024 pm IST | ||
| 0.04 CHF / 0.05 CHF | -10.00% |
|
| 3 months | -75.00% | ||
| Current year | -84.38% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
ALLIANZ SE
Static data
| Product type | Warrants |
|---|---|
| Buy / Sell | PUT |
| Underlying | ALLIANZ SE |
| Issuer | Bank Julius Bär |
| ALZTJB | |
| ISIN | CH1308922421 |
| Date issued | 07/12/2023 |
| Strike | 240 € |
| Maturity | 20/09/2024 (110 Days) |
| Parity | 50 : 1 |
| Emission price | 0.32 CHF |
| Emission volume | N/A |
| Settlement | les deux |
| Currency | CHF |
Technical Indicators
| Highest since issue | 0.34 CHF |
|---|---|
| Lowest since issue | 0.05 CHF |
| Delta | -0.13x |
| Omega | 15.42 |
| Premium | 12.03x |
| Gearing | 117.32x |
| Moneyness | 0.8882 |
| Difference Strike | -30.05 € |
| Difference Strike % | -12.52% |
| Spread | 0.01 CHF |
| Spread % | 20.00% |
| Theoretical value | 0.0450 |
| Implied Volatility | 22.44 % |
| Total Loss Probability | 84.09 % |
| Intrinsic value | 0.000000 |
| Present value | 0.0450 |
| Break even | 237.70 CHF |
| Theta | -0x |
| Vega | 0.01x |
| Rho | -0x |
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
- ALZTJB Warrant
