SG/CALL/SWISS RE/100/0.1/20.06.25 Stock

DE000SW98353

Market Closed - Boerse Frankfurt Warrants 11:58:19 2024-07-16 EDT
1.4 ^EUR	-5.41%

Current month	-12.50%
1 month	-7.28%

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

End-of-day quotes

Chart SWISS RE LTD

Latest news about SWISS RE LTD

Swiss Re Expects Higher Profitability Across Life Insurance Sector in FY24	07-16	MT
Robust economies set to drive insurance growth and profitability, says Swiss Re Institute	07-16	EQ
Swiss Re Unit to Fully Redeem $631 Million of Notes	07-08	MT
SWISS REINSURANCE COMPANY : JP Morgan gives a Buy rating	07-05	ZD

More news

Quotes 5-day view

Date	Price	Change
24-07-16	1.4	-5.41%
24-07-15	1.48	-1.99%
24-07-12	1.51	+3.42%
24-07-11	1.46	-5.81%
24-07-10	1.55	+1.97%

Real-time Boerse Frankfurt Warrants

Last update July 16, 2024 at 11:58 am

More quotes

Static data

Product type	Warrants
Buy / Sell	CALL
Underlying	SWISS RE LTD
Issuer	Société Générale
WKN	SW9835
ISIN	DE000SW98353
Date issued	2024-05-13
Strike	100 CHF
Maturity	2025-06-20 (339 Days)
Parity	10 : 1
Emission price	1.27 €
Emission volume	N/A
Settlement	Por diferencias
Currency	EUR

Technical Indicators

Highest since issue	2 €
Lowest since issue	1.03 €
Delta	0.64x
Omega	4.878
Premium	4.46x
Gearing	7.66x
Moneyness	1.094
Difference Strike	-9.4 CHF
Difference Strike %	-9.40%
Spread	0.13 €
Spread %	8.50%
Theoretical value	1.465
Implied Volatility	28.24 %
Total Loss Probability	48.69 %
Intrinsic value	0.9642
Present value	0.5008
Break even	114.28 €
Theta	-0.01x
Vega	0.04x
Rho	0.03x

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