Market Closed - Swiss Exchange 11:20:00 2024-07-16 EDT | ||
0.12 CHF | -14.29% |
Current month | -33.33% | ||
1 month | -25.00% |
Comparison chart between the derivative product and it's underlying value
Latest news about SWISS RE LTD
Date | Price | Change |
---|---|---|
24-07-16 | 0.12 | -14.29% |
24-07-09 | 0.14 | +7.69% |
24-07-08 | 0.13 | +18.18% |
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 |
1SREBU | |
ISIN | CH1280379129 |
Date issued | 2023-09-18 |
Strike | 130 CHF |
Maturity | 2025-06-20 (339 Days) |
Parity | 15 : 1 |
Emission price | 0.05 CHF |
Emission volume | N/A |
Settlement | physique |
Currency | CHF |
Technical Indicators
Highest since issue | 0.26 CHF |
---|---|
Lowest since issue | 0.06 CHF |
Delta | 0.16x |
Omega | 10.32 |
Premium | 20.41x |
Gearing | 63.42x |
Moneyness | 0.8415 |
Difference Strike | 20.6 CHF |
Difference Strike % | +15.85% |
Spread | 0.01 CHF |
Spread % | 8.33% |
Theoretical value | 0.1150 |
Implied Volatility | 20.59 % |
Total Loss Probability | 88.29 % |
Intrinsic value | 0.000000 |
Present value | 0.1150 |
Break even | 131.73 CHF |
Theta | -0x |
Vega | 0.02x |
Rho | 0.01x |
Company Profile
Consensus: Swiss Re Ltd
- Stock Market
- Warrants
- 1SREBU Warrant