PUT/ZURICH INSURANCE/400/0.1/20.12.24 Stock

Warrant

DE000GZ8GR38

Market Closed - Börse Stuttgart 04:59:18 2024-05-31 am EDT
0.39 EUR -4.88% Intraday chart for PUT/ZURICH INSURANCE/400/0.1/20.12.24
1 month-55.17%
3 months-53.01%

Comparison chart between the derivative product and it's underlying value

End-of-day quotes
Date Price Change
24-05-31 0.39 -4.88%
24-05-30 0.41 -2.38%
24-05-29 0.42 -4.55%
24-05-28 0.44 +4.76%
24-05-27 0.42 -2.33%

Delayed Quote Börse Stuttgart

Last update May 31, 2024 at 04:59 am EDT

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Static data

Product typeWarrants
Buy / SellPUT
Underlying ZURICH INSURANCE GROUP LTD
Issuer Goldman Sachs
WKN GZ8GR3
ISINDE000GZ8GR38
Date issued 2023-02-09
Strike 400 CHF
Maturity 2024-12-20 (201 Days)
Parity 10 : 1
Emission price 3.55
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 6.33
Lowest since issue 0.38
Delta-0.12x
Omega 11.85
Premium16.55x
Gearing100.73x
Moneyness 0.8444
Difference Strike -73.7 CHF
Difference Strike %-18.43%
Spread 0.2
Spread %34.48%
Theoretical value 0.4800
Implied Volatility 21.56 %
Total Loss Probability 84.77 %
Intrinsic value 0.000000
Present value 0.4800
Break even 395.30 €
Theta-0.02x
Vega0.07x
Rho-0.03x

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
473.7 CHF
Average target price
466.4 CHF
Spread / Average Target
-1.55%
Consensus