UBS/CALL/SWISS RE/120.0015/0.0666/18.12.26

UBS/CALL/SWISS RE/120.0015/0.0666/18.12.26 Stock

YSRE7U

CH1264834974

Market Closed - Swiss Exchange 11:20:00 2024-07-16 EDT
0.56 ^CHF	-6.67%

Current month	-13.85%
1 month	-6.67%

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

End-of-day quotes

Chart SWISS RE LTD

Chart UBS/CALL/SWISS RE/120.0015/0.0666/18.12.26

Latest news about SWISS RE LTD

Swiss Re Expects Higher Profitability Across Life Insurance Sector in FY24	07:00am	MT
Robust economies set to drive insurance growth and profitability, says Swiss Re Institute	04:02am	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	0.56	-6.67%
24-07-15	0.6	+1.69%
24-07-08	0.59	+13.46%

Delayed Quote Swiss Exchange

Last update July 16, 2024 at 11:20 am

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Static data

Product type	Warrants
Buy / Sell	CALL
Underlying	SWISS RE LTD
Issuer	UBS
	YSRE7U
ISIN	CH1264834974
Date issued	2023-08-14
Strike	120 CHF
Maturity	2026-12-18 (885 Days)
Parity	15 : 1
Emission price	0.18 CHF
Emission volume	N/A
Settlement	Por entregas
Currency	CHF

Technical Indicators

Highest since issue	0.77 CHF
Lowest since issue	0.15 CHF
Delta	0.37x
Omega	4.866
Premium	17.25x
Gearing	13.15x
Moneyness	0.9121
Difference Strike	10.6 CHF
Difference Strike %	+8.83%
Spread	0.01 CHF
Spread %	1.79%
Theoretical value	0.5550
Implied Volatility	23.59 %
Total Loss Probability	76.15 %
Intrinsic value	0.000000
Present value	0.5550
Break even	128.33 CHF
Theta	-0x
Vega	0.04x
Rho	0.04x

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

123.9 USD

Average target price

128.8 USD

Spread / Average Target

+3.94%

Consensus