PUT/ZURICH INSURANCE/480/0.1/20.09.24 Share Price

Warrant

DE000GG96E31

Real-time BOERSE MUENCHEN 11:55:12 03/07/2024 pm IST
1.65 EUR +14.58% Intraday chart for PUT/ZURICH INSURANCE/480/0.1/20.09.24
Current month+3.60%
Date Price Change
03/24/03 1.65 +14.58%
02/24/02 1.44 +22.03%
01/24/01 1.18 -15.11%
28/24/28 1.39 +4.51%
27/24/27 1.33 -2.21%

Real-time BOERSE MUENCHEN

Last update July 03, 2024 at 11:55 pm IST

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Static data

Product typeWarrants
Buy / SellPUT
Underlying ZURICH INSURANCE GROUP LTD
Issuer Goldman Sachs
WKN GG96E3
ISINDE000GG96E31
Date issued 04/06/2024
Strike 480 CHF
Maturity 20/09/2024 (79 Days)
Parity 10 : 1
Emission price 1.65
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 2.27
Lowest since issue 1.04
Delta-0.55x
Omega 16.16
Premium1.94x
Gearing29.2x
Moneyness 1.015
Difference Strike 7 CHF
Difference Strike %+1.46%
Spread 0.15
Spread %8.62%
Theoretical value 1.675
Implied Volatility 15.07 %
Total Loss Probability 41.96 %
Intrinsic value 0.7196
Present value 0.9554
Break even 463.71 €
Theta-0.05x
Vega0.09x
Rho-0.06x

Company Profile

Zurich Insurance Group Ltd is an insurance group. Revenues break down by activity as follows: - property & casualty insurance (78.9%); - life insurance (6.8%); - other (1.1%): primarily network, investment, and market banking activities (Zurich Capital Markets), reinsurance, asset management, management of its own accounts, etc. The remaining revenues (13.2%) are from services provided through Farmers Group (risk assessment, administrative and accounting services related to contracts, collection of premiums, portfolio management and other administrative services).
Sector
-
More about the company

Ratings for Zurich Insurance Group Ltd

Trading Rating
Investor Rating
ESG Refinitiv
C+
More Ratings

Consensus: Zurich Insurance Group Ltd

Sell
Consensus
Buy
Mean consensus
HOLD
Number of Analysts
16
Last Close Price
476.8 CHF
Average target price
472.2 CHF
Spread / Average Target
-0.96%
Consensus