ZKB/CALL/SWISS RE/100/0.04/06.01.25 | Market Closed - Swiss Exchange 11:20:00 2024-07-16 EDT | ||
| 0.5 CHF | -9.09% |
|
| Current month | -13.79% | ||
| 1 month | -5.66% |
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 | 0.5 | -9.09% |
| 24-07-15 | 0.55 | +1.85% |
| 24-07-09 | 0.54 | +1.89% |
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 | ZKB |
| SRELLZ | |
| ISIN | CH1250730012 |
| Date issued | 2023-05-04 |
| Strike | 100 CHF |
| Maturity | 2025-01-06 (174 Days) |
| Parity | 25 : 1 |
| Emission price | 0.22 CHF |
| Emission volume | N/A |
| Settlement | les deux |
| Currency | CHF |
Technical Indicators
| Highest since issue | 0.69 CHF |
|---|---|
| Lowest since issue | 0.09 CHF |
| Delta | 0.77x |
| Omega | 6.791 |
| Premium | 2.72x |
| Gearing | 8.84x |
| Moneyness | 1.094 |
| Difference Strike | -9.4 CHF |
| Difference Strike % | -9.40% |
| Spread | 0.01 CHF |
| Spread % | 2.00% |
| Theoretical value | 0.4950 |
| Implied Volatility | 21.14 % |
| Total Loss Probability | 27.84 % |
| Intrinsic value | 0.3760 |
| Present value | 0.1190 |
| Break even | 112.38 CHF |
| Theta | -0x |
| 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
123.9
USD
Average target price
128.8
USD
Spread / Average Target
+3.94%
- Stock Market
- Warrants
- SRELLZ Warrant
