Market Closed - Swiss Exchange 11:20:00 2024-07-05 EDT | ||
0.83 CHF | -1.19% |
|
Current month | -17.00% | ||
1 month | -23.15% |
Comparison chart between the derivative product and it's underlying value
Latest news about SWISS RE LTD
Date | Price | Change |
---|---|---|
24-07-05 | 0.83 | -1.19% |
24-07-04 | 0.84 | +3.70% |
24-07-03 | 0.81 | -6.90% |
24-07-02 | 0.87 | -17.92% |
24-07-01 | 1.06 | +6.00% |
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 |
SRENJB | |
ISIN | CH1311821750 |
Date issued | 2023-12-19 |
Strike | 95 CHF |
Maturity | 2025-03-21 (259 Days) |
Parity | 20 : 1 |
Emission price | 0.41 CHF |
Emission volume | N/A |
Settlement | les deux |
Currency | CHF |
Technical Indicators
Highest since issue | 1.15 CHF |
---|---|
Lowest since issue | 0.38 CHF |
Delta | 0.78x |
Omega | 5.086 |
Premium | 3.72x |
Gearing | 6.52x |
Moneyness | 1.132 |
Difference Strike | -12.4 CHF |
Difference Strike % | -13.05% |
Spread | 0.01 CHF |
Spread % | 1.20% |
Theoretical value | 0.8250 |
Implied Volatility | 23.64 % |
Total Loss Probability | 28.24 % |
Intrinsic value | 0.6250 |
Present value | 0.2000 |
Break even | 111.50 CHF |
Theta | -0.01x |
Vega | 0.01x |
Rho | 0.02x |
Company Profile
Consensus: Swiss Re Ltd
![Consensus](/images/consensus_flch.gif)
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- Warrants
- SRENJB Warrant