BANK VONTOBEL/PUT/SWISS RE/120/0.1/20.09.24

BANK VONTOBEL/PUT/SWISS RE/120/0.1/20.09.24 Stock

DE000VD2JYG3

Market Closed - Boerse Frankfurt Warrants 13:53:31 2024-07-05 EDT
1.31 ^EUR	+0.77%

Current month	+32.32%
1 month	+45.56%

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/120/0.1/20.09.24

Latest news about SWISS RE LTD

SWISS REINSURANCE COMPANY : JP Morgan gives a Buy rating	07-05	ZD
Insurers continue to struggle - hurricane season weighs on business	07-05	DP
Luminar Launches Sentinel Software for Automakers; Full Stack Software Development Kits to Ship to Top Automakers Beginning in Q3	07-04	AQ
SWISS REINSURANCE COMPANY : Buy rating from Berenberg	07-04	ZD

More news

Quotes 5-day view

Date	Price	Change
24-07-05	1.31	+0.77%
24-07-04	1.3	-3.70%
24-07-03	1.35	+5.47%
24-07-02	1.28	+42.22%
24-07-01	0.9	-9.09%

Real-time Boerse Frankfurt Warrants

Last update July 05, 2024 at 01:53 pm

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Static data

Product type	Warrants
Buy / Sell	PUT
Underlying	SWISS RE LTD
Issuer	Vontobel
WKN	VD2JYG
ISIN	DE000VD2JYG3
Date issued	2024-03-20
Strike	120 CHF
Maturity	2024-09-20 (76 Days)
Parity	10 : 1
Emission price	1.19 €
Emission volume	N/A
Settlement	Por diferencias
Currency	EUR

Technical Indicators

Highest since issue	2.41 €
Lowest since issue	0.76 €
Delta	-0.83x
Omega	6.721
Premium	0.61x
Gearing	8.1x
Moneyness	1.117
Difference Strike	12.6 CHF
Difference Strike %	+10.50%
Spread	0.11 €
Spread %	7.75%
Theoretical value	1.365
Implied Volatility	23.35 %
Total Loss Probability	14.42 %
Intrinsic value	1.297
Present value	0.0680
Break even	106.74 €
Theta	-0.01x
Vega	0.01x
Rho	-0.02x

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%).

Sector

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