Market Closed - Swiss Exchange 11:20:00 2024-07-16 EDT | ||
0.55 CHF | -9.84% |
Current month | -15.38% | ||
1 month | -5.17% |
Comparison chart between the derivative product and it's underlying value
Latest news about SWISS RE LTD
Date | Price | Change |
---|---|---|
24-07-16 | 0.55 | -9.84% |
24-07-15 | 0.61 | +1.67% |
24-07-09 | 0.6 | +1.69% |
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 |
SREZGZ | |
ISIN | CH1268391898 |
Date issued | 2023-09-20 |
Strike | 100 CHF |
Maturity | 2024-09-27 (73 Days) |
Parity | 20 : 1 |
Emission price | 0.24 CHF |
Emission volume | N/A |
Settlement | Ambos |
Currency | CHF |
Technical Indicators
Highest since issue | 0.84 CHF |
---|---|
Lowest since issue | 0.16 CHF |
Delta | 0.82x |
Omega | 8.197 |
Premium | 1.37x |
Gearing | 10.04x |
Moneyness | 1.094 |
Difference Strike | -9.4 CHF |
Difference Strike % | -9.40% |
Spread | 0.01 CHF |
Spread % | 1.82% |
Theoretical value | 0.5450 |
Implied Volatility | 24.30 % |
Total Loss Probability | 21.32 % |
Intrinsic value | 0.4700 |
Present value | 0.0750 |
Break even | 110.90 CHF |
Theta | -0.01x |
Vega | 0.01x |
Rho | 0.01x |
Company Profile
Consensus: Swiss Re Ltd
- Stock Market
- Warrants
- SREZGZ Warrant