BANK VONTOBEL/CALL/SWISS RE/130/0.1/20.09.24

BANK VONTOBEL/CALL/SWISS RE/130/0.1/20.09.24 Share Price

DE000VD18G87

Real-time Boerse Frankfurt Warrants 01:55:26 28/05/2024 pm IST
0.037 ^EUR	-5.13%

Current month	+290.00%
1 month	+254.55%

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

End-of-day quotes

Chart SWISS RE LTD

Chart BANK VONTOBEL/CALL/SWISS RE/130/0.1/20.09.24

Latest news about SWISS RE LTD

Swiss Re Expects Life Insurance Profitability to Rise Amid High Interest Rates	27/05	MT
Life insurance set to boom as interest rates surge, says Swiss Re Institute	27/05	EQ
Mediobanca Lifts Price Target on Swiss Re, Maintains Outperform Recommendation	20/05	MT
SWISS REINSURANCE COMPANY : Berenberg gives a Buy rating	17/05	ZD

More news

Quotes 5-day view

Date	Price	Change
28/24/28	0.037	-5.13%
27/24/27	0.039	+11.43%
24/24/24	0.035	+20.69%
23/24/23	0.029	+7.41%
22/24/22	0.027	+3.85%

Real-time Boerse Frankfurt Warrants

Last update May 28, 2024 at 01:55 pm IST

More quotes

Static data

Product type	Warrants
Buy / Sell	CALL
Underlying	SWISS RE LTD
Issuer	Vontobel
WKN	VD18G8
ISIN	DE000VD18G87
Date issued	14/03/2024
Strike	130 CHF
Maturity	20/09/2024 (116 Days)
Parity	10 : 1
Emission price	0.07 €
Emission volume	N/A
Settlement	règlement en espèces
Currency	EUR

Technical Indicators

Highest since issue	0.11 €
Lowest since issue	0.004 €
Delta	0.09x
Omega	22.53
Premium	15.41x
Gearing	237.36x
Moneyness	0.8696
Difference Strike	17.53 CHF
Difference Strike %	+13.48%
Spread	0.01 €
Spread %	18.87%
Theoretical value	0.0450
Implied Volatility	17.62 %
Total Loss Probability	92.51 %
Intrinsic value	0.000000
Present value	0.0450
Break even	130.45 €
Theta	-0.01x
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

More about the company