JB/CALL/SWISS RE/110/0.0833/20.09.24 Stock

SREXJB

CH1303727981

Market Closed - Swiss Exchange 11:20:00 2024-07-05 EDT
0.27 ^CHF	-6.90%

Current month	-42.55%
1 month	-53.45%

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

End-of-day quotes

Chart SWISS RE LTD

Chart JB/CALL/SWISS RE/110/0.0833/20.09.24

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	0.27	-6.90%
24-07-04	0.29	+7.41%
24-07-03	0.27	-20.59%
24-07-02	0.34	-34.62%
24-07-01	0.52	+10.64%

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
	SREXJB
ISIN	CH1303727981
Date issued	2023-11-29
Strike	110 CHF
Maturity	2024-09-20 (77 Days)
Parity	12 : 1
Emission price	0.31 CHF
Emission volume	N/A
Settlement	Ambos
Currency	CHF

Technical Indicators

Highest since issue	0.69 CHF
Lowest since issue	0.11 CHF
Delta	0.44x
Omega	14.75
Premium	5.28x
Gearing	33.79x
Moneyness	0.9773
Difference Strike	2.6 CHF
Difference Strike %	+2.36%
Spread	0.01 CHF
Spread %	3.70%
Theoretical value	0.2650
Implied Volatility	21.04 %
Total Loss Probability	60.14 %
Intrinsic value	0.000000
Present value	0.2650
Break even	113.18 CHF
Theta	-0.02x
Vega	0.02x
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