UBS/CALL/SWISS RE/140.001/0.1/24.12.25 | Market Closed - Swiss Exchange 11:20:00 2024-07-16 EDT | ||
| 0.15 CHF | -11.76% |
|
| Current month | -31.82% | ||
| 1 month | -31.82% |
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 | 0.15 | -11.76% |
| 24-07-08 | 0.17 | +13.33% |
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 |
| DSREIU | |
| ISIN | CH1155470474 |
| Date issued | 2022-01-19 |
| Strike | 140 CHF |
| Maturity | 2025-12-24 (526 Days) |
| Parity | 10 : 1 |
| Emission price | 0.26 CHF |
| Emission volume | N/A |
| Settlement | Por entregas |
| Currency | CHF |
Technical Indicators
| Highest since issue | 0.4 CHF |
|---|---|
| Lowest since issue | 0.04 CHF |
| Delta | 0.12x |
| Omega | 9.588 |
| Premium | 29.25x |
| Gearing | 78.14x |
| Moneyness | 0.7814 |
| Difference Strike | 30.6 CHF |
| Difference Strike % | +21.86% |
| Spread | 0.02 CHF |
| Spread % | 13.33% |
| Theoretical value | 0.1400 |
| Implied Volatility | 19.05 % |
| Total Loss Probability | 91.82 % |
| Intrinsic value | 0.000000 |
| Present value | 0.1400 |
| Break even | 141.40 CHF |
| Theta | -0x |
| Vega | 0.03x |
| 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
123.9
USD
Average target price
128.8
USD
Spread / Average Target
+3.94%
- Stock Market
- Warrants
- DSREIU Warrant
