Market Closed - Swiss Exchange 11:20:00 2024-07-16 EDT | ||
1.38 CHF | -4.83% |
Current month | -8.61% | ||
1 month | -2.82% |
Comparison chart between the derivative product and it's underlying value
Latest news about SWISS RE LTD
Date | Price | Change |
---|---|---|
24-07-16 | 1.38 | -4.83% |
24-07-15 | 1.45 | +0.69% |
24-07-09 | 1.44 | +1.41% |
24-07-08 | 1.42 | +9.23% |
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 |
YSRE4U | |
ISIN | CH1264834941 |
Date issued | 2023-08-14 |
Strike | 95 CHF |
Maturity | 2026-12-18 (885 Days) |
Parity | 15 : 1 |
Emission price | 0.53 CHF |
Emission volume | N/A |
Settlement | Por entregas |
Currency | CHF |
Technical Indicators
Highest since issue | 1.69 CHF |
---|---|
Lowest since issue | 0.43 CHF |
Delta | 0.65x |
Omega | 3.461 |
Premium | 5.57x |
Gearing | 5.33x |
Moneyness | 1.152 |
Difference Strike | -14.4 CHF |
Difference Strike % | -15.16% |
Spread | 0.02 CHF |
Spread % | 1.45% |
Theoretical value | 1.370 |
Implied Volatility | 27.57 % |
Total Loss Probability | 54.85 % |
Intrinsic value | 0.9632 |
Present value | 0.4068 |
Break even | 115.55 CHF |
Theta | -0x |
Vega | 0.04x |
Rho | 0.04x |
Company Profile
Consensus: Swiss Re Ltd
- Stock Market
- Warrants
- YSRE4U Warrant