ZKB/PUT/ZURICH INSURANCE/425/0.02/27.09.24 Share Price

Warrant

ZURR5Z

CH1305132388

Market Closed - Bid/Ask 08:50:00 24/06/2024 pm IST After market 08:45:00 pm
0.045 CHF -10.00% Intraday chart for ZKB/PUT/ZURICH INSURANCE/425/0.02/27.09.24 0.04 -11.11%
1 month-47.06%
3 months-70.00%
Date Price Change
24/24/24 0.045 -10.00%

Delayed Quote Swiss Exchange

Last update June 24, 2024 at 08:50 pm IST

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Static data

Product typeWarrants
Buy / SellPUT
Underlying ZURICH INSURANCE GROUP LTD
Issuer ZKB
ZURR5Z
ISINCH1305132388
Date issued 23/01/2024
Strike 425 CHF
Maturity 27/09/2024 (88 Days)
Parity 50 : 1
Emission price 0.48 CHF
Emission volume N/A
Settlement les deux
Currency CHF

Technical Indicators

Highest since issue 0.56 CHF
Lowest since issue 0.045 CHF
Delta-0.09x
Omega 21.01
Premium12.39x
Gearing241.4x
Moneyness 0.8803
Difference Strike -57.8 CHF
Difference Strike %-13.60%
Spread 0.01 CHF
Spread %22.22%
Theoretical value 0.0400
Implied Volatility 20.30 %
Total Loss Probability 89.65 %
Intrinsic value 0.000000
Present value 0.0400
Break even 423.00 CHF
Theta-0.01x
Vega0.01x
Rho-0x

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
479.1 CHF
Average target price
472.1 CHF
Spread / Average Target
-1.47%
Consensus
  1. Stock Market
  2. Warrants
  3. ZURR5Z Warrant