ZKB/CALL/SWISS RE/116/0.1/16.08.24 | Market Closed - Swiss Exchange 11:20:00 2024-07-16 EDT | ||
| 0.05 CHF | -28.57% |
|
| Current month | -66.67% |
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 | 0.05 | -28.57% |
| 24-07-12 | 0.07 | -12.50% |
| 24-07-09 | 0.08 | +6.67% |
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 |
| SREVBZ | |
| ISIN | CH1338514727 |
| Date issued | 2024-06-25 |
| Strike | 116 CHF |
| Maturity | 2024-08-16 (31 Days) |
| Parity | 10 : 1 |
| Emission price | 0.2 CHF |
| Emission volume | N/A |
| Settlement | Ambos |
| Currency | CHF |
Technical Indicators
| Highest since issue | 0.17 CHF |
|---|---|
| Lowest since issue | 0.05 CHF |
| Delta | 0.15x |
| Omega | 36.52 |
| Premium | 6.44x |
| Gearing | 243.11x |
| Moneyness | 0.9431 |
| Difference Strike | 6.6 CHF |
| Difference Strike % | +5.69% |
| Spread | 0.01 CHF |
| Spread % | 20.00% |
| Theoretical value | 0.0450 |
| Implied Volatility | 18.57 % |
| Total Loss Probability | 86.20 % |
| Intrinsic value | 0.000000 |
| Present value | 0.0450 |
| Break even | 116.45 CHF |
| Theta | -0.02x |
| Vega | 0.01x |
| Rho | 0x |
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
-
Consensus: Swiss Re Ltd
Sell
Buy
Mean consensus
HOLD
Number of Analysts
16
Last Close Price
122.2
USD
Average target price
128.8
USD
Spread / Average Target
+5.44%
- Stock Market
- Warrants
- SREVBZ Warrant
