JB/CALL/SWISS RE/95/0.0667/20.09.24 Stock

SRZJJB

CH1272326021

Market Closed - Swiss Exchange 11:20:00 2024-07-01 EDT
1.27 ^CHF	+7.63%

Current month	+7.63%
1 month	-8.63%

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

End-of-day quotes

Chart SWISS RE LTD

Chart JB/CALL/SWISS RE/95/0.0667/20.09.24

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	1.27	+7.63%
24-06-28	1.18	-2.48%
24-06-27	1.21	+1.68%
24-06-26	1.19	-4.03%
24-06-25	1.24	-4.62%

Delayed Quote Swiss Exchange

Last update July 01, 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
	SRZJJB
ISIN	CH1272326021
Date issued	2023-06-09
Strike	95 CHF
Maturity	2024-09-20 (81 Days)
Parity	14.99 : 1
Emission price	0.47 CHF
Emission volume	N/A
Settlement	Ambos
Currency	CHF

Technical Indicators

Highest since issue	1.46 CHF
Lowest since issue	0.21 CHF
Delta	0.86x
Omega	5.074
Premium	1.53x
Gearing	5.88x
Moneyness	1.183
Difference Strike	-17.4 CHF
Difference Strike %	-18.32%
Spread	0.01 CHF
Spread %	0.78%
Theoretical value	1.275
Implied Volatility	36.01 %
Total Loss Probability	17.76 %
Intrinsic value	1.161
Present value	0.1144
Break even	114.12 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-

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