UBS/CALL/SWISS RE/105.0015/0.0666/20.09.24 | Market Closed - Swiss Exchange 11:20:00 2024-07-16 EDT | ||
| 0.45 CHF | -15.09% |
|
| Current month | -22.41% | ||
| 1 month | -13.46% |
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
| Date | Price | Change |
|---|---|---|
| 24-07-16 | 0.45 | -15.09% |
| 24-07-15 | 0.53 | +1.92% |
| 24-07-09 | 0.52 | +4.00% |
Delayed Quote Swiss Exchange
Last update July 16, 2024 at 11:20 am
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | SWISS RE LTD |
| Issuer | UBS |
| 3SREKU | |
| ISIN | CH1306828125 |
| Date issued | 2023-12-04 |
| Strike | 105 CHF |
| Maturity | 2024-09-20 (66 Days) |
| Parity | 15 : 1 |
| Emission price | 0.2 CHF |
| Emission volume | N/A |
| Settlement | physique |
| Currency | CHF |
Technical Indicators
| Highest since issue | 0.8 CHF |
|---|---|
| Lowest since issue | 0.12 CHF |
| Delta | 0.7x |
| Omega | 11.42 |
| Premium | 2.08x |
| Gearing | 16.39x |
| Moneyness | 1.042 |
| Difference Strike | -4.399 CHF |
| Difference Strike % | -4.19% |
| Spread | 0.01 CHF |
| Spread % | 2.22% |
| Theoretical value | 0.4450 |
| Implied Volatility | 21.63 % |
| Total Loss Probability | 33.55 % |
| Intrinsic value | 0.2932 |
| Present value | 0.1518 |
| Break even | 111.68 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
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Consensus: Swiss Re Ltd
Sell
Buy
Mean consensus
HOLD
Number of Analysts
16
Last Close Price
122.2
USD
Average target price
128.8
USD
Spread / Average Target
+5.44%
- Stock Market
- Warrants
- 3SREKU Warrant
