Market Closed - Swiss Exchange 11:20:00 2024-07-05 EDT | ||
0.53 CHF | -1.85% |
|
Current month | -27.40% | ||
1 month | -36.14% |
Comparison chart between the derivative product and it's underlying value
Latest news about SWISS RE LTD
Date | Price | Change |
---|---|---|
24-07-05 | 0.53 | -1.85% |
24-07-04 | 0.54 | +5.88% |
24-07-03 | 0.51 | -10.53% |
24-07-02 | 0.57 | -27.85% |
24-07-01 | 0.79 | +8.22% |
Delayed Quote Swiss Exchange
Last update July 05, 2024 at 11:20 am
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | SWISS RE LTD |
Issuer | Bank Julius Bär |
SRZVJB | |
ISIN | CH1242798747 |
Date issued | 2023-03-01 |
Strike | 105 CHF |
Maturity | 2024-12-20 (168 Days) |
Parity | 14.99 : 1 |
Emission price | 0.45 CHF |
Emission volume | N/A |
Settlement | Ambos |
Currency | CHF |
Technical Indicators
Highest since issue | 0.91 CHF |
---|---|
Lowest since issue | 0.12 CHF |
Delta | 0.61x |
Omega | 8.327 |
Premium | 5x |
Gearing | 13.66x |
Moneyness | 1.024 |
Difference Strike | -2.4 CHF |
Difference Strike % | -2.29% |
Spread | 0.01 CHF |
Spread % | 1.89% |
Theoretical value | 0.5250 |
Implied Volatility | 21.48 % |
Total Loss Probability | 44.71 % |
Intrinsic value | 0.1668 |
Present value | 0.3583 |
Break even | 112.87 CHF |
Theta | -0.01x |
Vega | 0.02x |
Rho | 0.02x |
Company Profile
Consensus: Swiss Re Ltd
![Consensus](/images/consensus_flch.gif)
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- Warrants
- SRZVJB Warrant