Market Closed - Swiss Exchange 11:20:00 2024-07-16 EDT | ||
0.04 CHF | -11.11% |
Current month | -46.67% | ||
1 month | -50.00% |
Comparison chart between the derivative product and it's underlying value
Latest news about SWISS RE LTD
Date | Price | Change |
---|---|---|
24-07-16 | 0.04 | -11.11% |
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 |
SRE3VZ | |
ISIN | CH1281034152 |
Date issued | 2023-10-16 |
Strike | 120 CHF |
Maturity | 2024-09-27 (73 Days) |
Parity | 20 : 1 |
Emission price | 0.08 CHF |
Emission volume | N/A |
Settlement | les deux |
Currency | CHF |
Technical Indicators
Highest since issue | 0.16 CHF |
---|---|
Lowest since issue | 0.03 CHF |
Delta | 0.15x |
Omega | 23.91 |
Premium | 10.28x |
Gearing | 156.36x |
Moneyness | 0.9121 |
Difference Strike | 10.6 CHF |
Difference Strike % | +8.83% |
Spread | 0.01 CHF |
Spread % | 25.00% |
Theoretical value | 0.0350 |
Implied Volatility | 18.73 % |
Total Loss Probability | 86.65 % |
Intrinsic value | 0.000000 |
Present value | 0.0350 |
Break even | 120.70 CHF |
Theta | -0.01x |
Vega | 0.01x |
Rho | 0x |
Company Profile
Consensus: Swiss Re Ltd
- Stock Market
- Warrants
- SRE3VZ Warrant