UBS/CALL/ZURICH INSURANCE/360.005/0.02/20.12.24 Stock

Warrant

ZURUGU

CH0589943197

Market Closed - Swiss Exchange 11:20:00 2024-06-20 am EDT
2.59 CHF +1.97% Intraday chart for UBS/CALL/ZURICH INSURANCE/360.005/0.02/20.12.24
Current month+9.75%
1 month+11.16%

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

End-of-day quotes
Date Price Change
24-06-20 2.59 +1.97%
24-06-19 2.54 +2.42%
24-06-18 2.48 +3.33%
24-06-17 2.4 +3.00%
24-06-14 2.33 -0.85%

Delayed Quote Swiss Exchange

Last update June 20, 2024 at 11:20 am EDT

More quotes

Static data

Product typeWarrants
Buy / SellCALL
Underlying ZURICH INSURANCE GROUP LTD
Issuer UBS
ZURUGU
ISINCH0589943197
Date issued 2021-01-13
Strike 360 CHF
Maturity 2024-12-20 (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
Delta0.95x
Omega 3.549
Premium1.01x
Gearing3.73x
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
Vega0.01x
Rho0.03x

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+
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Consensus: Zurich Insurance Group Ltd

Sell
Consensus
Buy
Mean consensus
HOLD
Number of Analysts
16
Last Close Price
486 CHF
Average target price
471.5 CHF
Spread / Average Target
-2.98%
Consensus
  1. Stock Market
  2. Warrants
  3. ZURUGU Warrant