Market Closed - Swiss Exchange 08:50:00 20/06/2024 pm IST | ||
2.59 CHF | +1.97% |
Current month | +9.75% | ||
1 month | +11.16% |
Comparison chart between the derivative product and it's underlying value
Latest news about ZURICH INSURANCE GROUP LTD
Date | Price | Change |
---|---|---|
20/24/20 | 2.59 | +1.97% |
19/24/19 | 2.54 | +2.42% |
18/24/18 | 2.48 | +3.33% |
17/24/17 | 2.4 | +3.00% |
14/24/14 | 2.33 | -0.85% |
Delayed Quote Swiss Exchange
Last update June 20, 2024 at 08:50 pm IST
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | ZURICH INSURANCE GROUP LTD |
Issuer | UBS |
ZURUGU | |
ISIN | CH0589943197 |
Date issued | 14/01/2021 |
Strike | 360 CHF |
Maturity | 20/12/2024 (183 Days) |
Parity | 50 : 1 |
Emission price | 1.02 CHF |
Emission volume | N/A |
Settlement | physique |
Currency | CHF |
Technical Indicators
Highest since issue | 2.59 CHF |
---|---|
Lowest since issue | 0.85 CHF |
Delta | 0.95x |
Omega | 3.549 |
Premium | 1.01x |
Gearing | 3.73x |
Moneyness | 1.347 |
Difference Strike | -126 CHF |
Difference Strike % | -35.00% |
Spread | 0.02 CHF |
Spread % | 0.77% |
Theoretical value | 2.600 |
Implied Volatility | 27.72 % |
Total Loss Probability | 7.199 % |
Intrinsic value | 2.502 |
Present value | 0.0981 |
Break even | 490.01 CHF |
Theta | -0.01x |
Vega | 0.01x |
Rho | 0.03x |
Company Profile
Consensus: Zurich Insurance Group Ltd
- Stock Market
- Warrants
- ZURUGU Warrant