ZKB/CALL/SWISS RE/96/0.05/06.01.25 Stock

SRE4JZ

CH1305127719

Market Closed - Swiss Exchange 11:20:00 2024-07-16 EDT
0.78 ^CHF	-8.24%

Current month	-11.36%
1 month	-3.70%

Comparison chart between the derivative product and it's underlying value

End-of-day quotes

Chart SWISS RE LTD

Chart ZKB/CALL/SWISS RE/96/0.05/06.01.25

Latest news about SWISS RE LTD

Swiss Re Expects Higher Profitability Across Life Insurance Sector in FY24	07-16	MT
Robust economies set to drive insurance growth and profitability, says Swiss Re Institute	07-16	EQ
Swiss Re Unit to Fully Redeem $631 Million of Notes	07-08	MT
SWISS REINSURANCE COMPANY : JP Morgan gives a Buy rating	07-05	ZD

More news

Quotes 5-day view

Date	Price	Change
24-07-16	0.78	-8.24%
24-07-15	0.85	+1.19%
24-07-11	0.84	+1.20%
24-07-09	0.83	+1.22%

Delayed Quote Swiss Exchange

Last update July 16, 2024 at 11:20 am

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Static data

Product type	Warrants
Buy / Sell	CALL
Underlying	SWISS RE LTD
Issuer	ZKB
	SRE4JZ
ISIN	CH1305127719
Date issued	2023-12-19
Strike	96 CHF
Maturity	2025-01-06 (174 Days)
Parity	20 : 1
Emission price	0.33 CHF
Emission volume	N/A
Settlement	les deux
Currency	CHF

Technical Indicators

Highest since issue	1.05 CHF
Lowest since issue	0.28 CHF
Delta	0.84x
Omega	5.928
Premium	1.92x
Gearing	7.06x
Moneyness	1.140
Difference Strike	-13.4 CHF
Difference Strike %	-13.96%
Spread	0.01 CHF
Spread %	1.28%
Theoretical value	0.7750
Implied Volatility	21.60 %
Total Loss Probability	19.88 %
Intrinsic value	0.6700
Present value	0.1050
Break even	111.50 CHF
Theta	-0.01x
Vega	0.01x
Rho	0.02x

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

More about the company

Ratings for Swiss Re Ltd

Trading Rating

Investor Rating

ESG Refinitiv

B-

More Ratings

Consensus: Swiss Re Ltd

Sell

Buy

Mean consensus

HOLD

Number of Analysts

Last Close Price

122.2 USD

Average target price

128.8 USD

Spread / Average Target

+5.44%

Consensus