CALL/SWISS RE/120/0.1/20.12.24 Stock

DE000GZ7P8K6

Real-time BOERSE MUENCHEN 10:25:02 2024-07-01 EDT
0.325 ^EUR	+8.33%

Current month	-31.97%
1 month	-8.54%

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

End-of-day quotes

Chart SWISS RE LTD

Latest news about SWISS RE LTD

SWISS REINSURANCE COMPANY : Barclays reiterates its Neutral rating	06-24	ZD
SWISS REINSURANCE COMPANY : Buy rating from JP Morgan	06-20	ZD
Carbonfuture, Swiss Re Sign 70,000 MT Biochar Offtake Deal --OPIS	06-13	DJ
Beyond broken infrastructure – Swiss Re explores cascading effects of natural disasters and other key emerging risks	06-12	EQ

More news

Quotes 5-day view

Date	Price	Change
24-07-01	0.325	+8.33%
24-06-28	0.3	-6.25%
24-06-27	0.32	+4.58%
24-06-26	0.306	-12.57%
24-06-25	0.35	-3.58%

Real-time BOERSE MUENCHEN

Last update July 01, 2024 at 10:25 am

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Static data

Product type	Warrants
Buy / Sell	CALL
Underlying	SWISS RE LTD
Issuer	Goldman Sachs
WKN	GZ7P8K
ISIN	DE000GZ7P8K6
Date issued	2023-01-25
Strike	120 CHF
Maturity	2024-12-20 (172 Days)
Parity	10 : 1
Emission price	0.15 €
Emission volume	N/A
Settlement	règlement en espèces
Currency	EUR

Technical Indicators

Highest since issue	0.466 €
Lowest since issue	0.034 €
Delta	0.35x
Omega	12.63
Premium	9.18x
Gearing	35.78x
Moneyness	0.9400
Difference Strike	7.6 CHF
Difference Strike %	+6.33%
Spread	0.01 €
Spread %	3.03%
Theoretical value	0.3390
Implied Volatility	19.24 %
Total Loss Probability	69.53 %
Intrinsic value	0.000000
Present value	0.3390
Break even	123.29 €
Theta	-0.01x
Vega	0.03x
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

More about the company

Ratings for Swiss Re Ltd

Trading Rating

Investor Rating

ESG Refinitiv

B-

More Ratings

Consensus: Swiss Re Ltd

Sell

Buy

Mean consensus

HOLD

Number of Analysts

Last Close Price

124.1 USD

Average target price

128.3 USD

Spread / Average Target

+3.37%

Consensus