Market Closed - Swiss Exchange 08:50:00 28/06/2024 pm IST | ||
2.2 CHF | -0.90% |
Current month | +5.26% | ||
1 month | +8.91% |
Comparison chart between the derivative product and it's underlying value
Date | Price | Change |
---|---|---|
28/24/28 | 2.2 | -0.90% |
26/24/26 | 2.22 | -3.48% |
25/24/25 | 2.3 | -1.71% |
24/24/24 | 2.34 | +1.74% |
20/24/20 | 2.3 | +1.77% |
Delayed Quote Swiss Exchange
Last update June 28, 2024 at 08:50 pm IST
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | ZURICH INSURANCE GROUP LTD |
Issuer | UBS |
CZURCU | |
ISIN | CH1147779172 |
Date issued | 16/12/2021 |
Strike | 380 CHF |
Maturity | 19/12/2025 (538 Days) |
Parity | 50 : 1 |
Emission price | 1.04 CHF |
Emission volume | N/A |
Settlement | physique |
Currency | CHF |
Technical Indicators
Highest since issue | 2.34 CHF |
---|---|
Lowest since issue | 1.06 CHF |
Delta | 0.79x |
Omega | 3.457 |
Premium | 2.17x |
Gearing | 4.38x |
Moneyness | 1.261 |
Difference Strike | -99.1 CHF |
Difference Strike % | -26.08% |
Spread | 0.02 CHF |
Spread % | 0.91% |
Theoretical value | 2.190 |
Implied Volatility | 27.98 % |
Total Loss Probability | 34.91 % |
Intrinsic value | 1.982 |
Present value | 0.2081 |
Break even | 489.51 CHF |
Theta | -0x |
Vega | 0.03x |
Rho | 0.04x |
Company Profile
Consensus: Zurich Insurance Group Ltd
- Stock Market
- Warrants
- CZURCU Warrant