Market Closed - Swiss Exchange 11:20:00 2024-07-16 EDT | ||
0.065 CHF | -59.38% |
Current month | -79.03% | ||
1 month | -76.79% |
Comparison chart between the derivative product and it's underlying value
Latest news about SWISS RE LTD
Date | Price | Change |
---|---|---|
24-07-16 | 0.065 | -59.38% |
24-07-15 | 0.16 | +6.67% |
24-07-12 | 0.15 | -11.76% |
24-07-11 | 0.17 | -5.56% |
24-07-09 | 0.18 | +12.50% |
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 |
SREHXZ | |
ISIN | CH1338499739 |
Date issued | 2024-05-07 |
Strike | 110 CHF |
Maturity | 2024-07-26 (10 Days) |
Parity | 10 : 1 |
Emission price | 0.1 CHF |
Emission volume | N/A |
Settlement | Ambos |
Currency | CHF |
Technical Indicators
Highest since issue | 0.6 CHF |
---|---|
Lowest since issue | 0.065 CHF |
Delta | 0.41x |
Omega | 74.81 |
Premium | 1.05x |
Gearing | 182.42x |
Moneyness | 0.9950 |
Difference Strike | 0.6 CHF |
Difference Strike % | +0.55% |
Spread | 0.01 CHF |
Spread % | 15.38% |
Theoretical value | 0.0600 |
Implied Volatility | 11.48 % |
Total Loss Probability | 60.10 % |
Intrinsic value | 0.000000 |
Present value | 0.0600 |
Break even | 110.60 CHF |
Theta | -0.04x |
Vega | 0.01x |
Rho | 0x |
Company Profile
Consensus: Swiss Re Ltd
- Stock Market
- Warrants
- SREHXZ Warrant