JB/CALL/SWISS RE/100/0.05/20.09.24 Stock

SREFJB

CH1298672515

Market Closed - Swiss Exchange 11:20:00 2024-07-05 EDT
0.49 ^CHF	-3.92%

Current month	-25.76%
1 month	-33.78%

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

End-of-day quotes

Chart SWISS RE LTD

Chart JB/CALL/SWISS RE/100/0.05/20.09.24

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	0.49	-3.92%
24-07-04	0.51	+6.25%
24-07-03	0.48	-11.11%
24-07-02	0.54	-23.94%
24-07-01	0.71	+7.58%

Delayed Quote Swiss Exchange

Last update July 05, 2024 at 11:20 am

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Static data

Product type	Warrants
Buy / Sell	CALL
Underlying	SWISS RE LTD
Issuer	Bank Julius Bär
	SREFJB
ISIN	CH1298672515
Date issued	2023-10-19
Strike	100 CHF
Maturity	2024-09-20 (77 Days)
Parity	20 : 1
Emission price	0.34 CHF
Emission volume	N/A
Settlement	les deux
Currency	CHF

Technical Indicators

Highest since issue	0.84 CHF
Lowest since issue	0.18 CHF
Delta	0.75x
Omega	8.321
Premium	2.14x
Gearing	11.07x
Moneyness	1.074
Difference Strike	-7.4 CHF
Difference Strike %	-7.40%
Spread	0.01 CHF
Spread %	2.04%
Theoretical value	0.4850
Implied Volatility	26.05 %
Total Loss Probability	28.75 %
Intrinsic value	0.3700
Present value	0.1150
Break even	109.70 CHF
Theta	-0.01x
Vega	0.01x
Rho	0.01x

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-

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Consensus: Swiss Re Ltd

Sell

Buy

Mean consensus

HOLD

Number of Analysts

Last Close Price

119.7 USD

Average target price

128.7 USD

Spread / Average Target

+7.56%

Consensus