Market Closed - Swiss Exchange 11:20:00 2024-07-03 EDT | ||
0.176 CHF | -23.48% |
|
Current month | -44.13% | ||
1 month | -59.07% |
Comparison chart between the derivative product and it's underlying value
Latest news about SWISS RE LTD
Date | Price | Change |
---|---|---|
24-07-03 | 0.176 | -23.48% |
24-07-02 | 0.23 | -33.33% |
24-07-01 | 0.345 | +9.52% |
24-06-28 | 0.315 | -4.55% |
24-06-26 | 0.33 | -8.33% |
Delayed Quote Swiss Exchange
Last update July 03, 2024 at 11:20 am
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | SWISS RE LTD |
Issuer | ![]() |
WSRCXV | |
ISIN | CH1236752338 |
Date issued | 2023-01-05 |
Strike | 120 CHF |
Maturity | 2024-12-20 (170 Days) |
Parity | 10 : 1 |
Emission price | 0.16 CHF |
Emission volume | N/A |
Settlement | physique |
Currency | CHF |
Technical Indicators
Highest since issue | 0.47 CHF |
---|---|
Lowest since issue | 0.046 CHF |
Delta | 0.23x |
Omega | 14.11 |
Premium | 13.64x |
Gearing | 62.63x |
Moneyness | 0.8925 |
Difference Strike | 12.9 CHF |
Difference Strike % | +10.75% |
Spread | 0.01 CHF |
Spread % | 5.68% |
Theoretical value | 0.1710 |
Implied Volatility | 19.14 % |
Total Loss Probability | 81.21 % |
Intrinsic value | 0.000000 |
Present value | 0.1710 |
Break even | 121.71 CHF |
Theta | -0.01x |
Vega | 0.02x |
Rho | 0.01x |
Company Profile
Consensus: Swiss Re Ltd
![Consensus](/images/consensus_flch.gif)
- Stock Market
- Warrants
- WSRCXV Warrant