BANK VONTOBEL/PUT/SWISS RE/120/0.1/20.12.24

BANK VONTOBEL/PUT/SWISS RE/120/0.1/20.12.24 Stock

DE000VD2JYX8

Market Closed - Bid/Ask 13:58:26 2024-05-28 EDT			After market 14:27:53
1.11 ^EUR	+6.73%		1.16	+4.50%

Current month	-50.24%
1 month	-51.63%

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

End-of-day quotes

Chart SWISS RE LTD

Chart BANK VONTOBEL/PUT/SWISS RE/120/0.1/20.12.24

Latest news about SWISS RE LTD

Bank Vontobel Lifts Price Target on Swiss Re AG, Maintains Buy Recommendation	09:34am	MT
Swiss Re Expects Life Insurance Profitability to Rise Amid High Interest Rates	05-27	MT
Life insurance set to boom as interest rates surge, says Swiss Re Institute	05-27	EQ
Mediobanca Lifts Price Target on Swiss Re, Maintains Outperform Recommendation	05-20	MT

More news

Quotes 5-day view

Date	Price	Change
24-05-28	1.11	+6.73%
24-05-27	1.04	-2.80%
24-05-24	1.07	-7.76%
24-05-23	1.16	-0.85%
24-05-22	1.17	-2.50%

Real-time Boerse Frankfurt Warrants

Last update May 28, 2024 at 01:58 pm

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Static data

Product type	Warrants
Buy / Sell	PUT
Underlying	SWISS RE LTD
Issuer	Vontobel
WKN	VD2JYX
ISIN	DE000VD2JYX8
Date issued	2024-03-20
Strike	120 CHF
Maturity	2024-12-20 (206 Days)
Parity	10 : 1
Emission price	1.31 €
Emission volume	N/A
Settlement	règlement en espèces
Currency	EUR

Technical Indicators

Highest since issue	2.42 €
Lowest since issue	1.04 €
Delta	-0.62x
Omega	6.097
Premium	2.86x
Gearing	9.81x
Moneyness	1.073
Difference Strike	8.2 CHF
Difference Strike %	+6.83%
Spread	0.08 €
Spread %	6.72%
Theoretical value	1.150
Implied Volatility	21.12 %
Total Loss Probability	31.97 %
Intrinsic value	0.8273
Present value	0.3227
Break even	108.60 €
Theta	-0.01x
Vega	0.03x
Rho	-0.05x

Company Profile

Swiss Re Ltd is one of the world's leading reinsurance groups. Earned premiums break down by activity as follows: - non-life reinsurance (51.6%): primarily damage, civil liability, automobile, accident, credit and guarantee, and other types of reinsurance; - life and health reinsurance (34.7%; No. 1 worldwide): primarily life (69.2% of earned premiums) and health (30.8%); - financial services (12.6%): asset management, investment capital, financial consulting, sales of structured products, etc.; - others (1.1%).

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