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Call Warrant on Zurich Insurance Group Ltd

  • Valor 59495538
  • ISIN CH0594955384
  • Symbol WZUAFV
Bid (indicative)
Size
Ask (indicative)
Size
CurrencyCHF
Price on
Sell
Buy
Zurich Insurance Group LtdCHF 
Please note that this is an indication.

Documents

Key data
Leverage

Leverage is a measure of the percentage change in the price of an option given a one percent change in the price of the underlying instrument.

8.41
Gearing

Current price of the underlying instrument divided by the price of the warrant. A warrant can be based on a fraction or a multiple of the underlying, which has to be taken into consideration. Gearing merely states how many warrants can be bought for the same amount of money as one unit of the underlying security.

29.34
Break Even

Price of underlying at which neither a profit nor a loss result. With reference to a call option, break even corresponds to the underlying price plus the price of the warrant. With reference to a put option, break even corresponds to the underlying price minus the price of the warrant. Also called: break-even point.

CHF 412.50
Intrinsic Value

The value of an option that could be realized when exercised. In practice, intrinsic value is viewed as the positive difference between the current market price of the underlying and the strike price.

0.00
Delta

Measure indicating the change in the price of an option when the price of the underlying instrument changes by one unit and all other factors remain unchanged.

0.29
Premium12.4900%
Life cycle
Initial fixing15/04/2021
First Trading Day16/04/2021
Payment date22/04/2021
Final fixing18/03/2022
Redemption25/03/2022

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike Price
CHF 368.60CHF 400.00

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Key data
Leverage

Leverage is a measure of the percentage change in the price of an option given a one percent change in the price of the underlying instrument.

8.41
Gearing

Current price of the underlying instrument divided by the price of the warrant. A warrant can be based on a fraction or a multiple of the underlying, which has to be taken into consideration. Gearing merely states how many warrants can be bought for the same amount of money as one unit of the underlying security.

29.34
Break Even

Price of underlying at which neither a profit nor a loss result. With reference to a call option, break even corresponds to the underlying price plus the price of the warrant. With reference to a put option, break even corresponds to the underlying price minus the price of the warrant. Also called: break-even point.

CHF 412.50
Intrinsic Value

The value of an option that could be realized when exercised. In practice, intrinsic value is viewed as the positive difference between the current market price of the underlying and the strike price.

0.00
Delta

Measure indicating the change in the price of an option when the price of the underlying instrument changes by one unit and all other factors remain unchanged.

0.29
Premium12.4900%
Life cycle
Initial fixing15/04/2021
First Trading Day16/04/2021
Payment date22/04/2021
Final fixing18/03/2022
Redemption25/03/2022
Figures
SSPA categorisationWarrant
SymbolWZUAFV
Securities No.59495538
ISINCH0594955384
TypeCall
StyleAmerican
Strike price

Reference price of the underlying used to calculate the cash settlement on expiry of the warrant. In cases of physical delivery it is the price at which the underlying is bought (call) or sold (put). Also called: exercise price

CHF 400.00
Underlying/
ISIN of underlying
Zurich Insurance
CH0011075394
Ratio0.01
ListingSIX Structured Products Exchange
Additional conditions
IssuerBank Vontobel AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliverycash payment
Issuance ProgrammeLink to the Issuance Program