BANK VONTOBEL/PUT/SWISS RE/115/0.1/21.06.24 | Market Closed - Boerse Frankfurt Warrants 11:24:32 17/05/2024 pm IST | ||
| 0.55 EUR | -27.63% |
|
| Current month | -64.05% | ||
| 1 month | -68.57% |
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 |
|---|---|---|
| 17/24/17 | 0.55 | -27.63% |
| 16/24/16 | 0.76 | -34.48% |
| 15/24/15 | 1.16 | -3.33% |
| 14/24/14 | 1.2 | +11.11% |
| 13/24/13 | 1.08 | +16.13% |
Real-time Boerse Frankfurt Warrants
Last update May 17, 2024 at 11:24 pm IST
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | PUT |
| Underlying | SWISS RE LTD |
| Issuer | 
Vontobel
|
| WKN | VD18G3 |
| ISIN | DE000VD18G38 |
| Date issued | 14/03/2024 |
| Strike | 115 CHF |
| Maturity | 21/06/2024 (33 Days) |
| Parity | 10 : 1 |
| Emission price | 0.9 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 1.87 € |
|---|---|
| Lowest since issue | 0.53 € |
| Delta | -0.73x |
| Omega | 13.68 |
| Premium | 0.89x |
| Gearing | 18.73x |
| Moneyness | 1.045 |
| Difference Strike | 4.9 CHF |
| Difference Strike % | +4.26% |
| Spread | 0.09 € |
| Spread % | 14.06% |
| Theoretical value | 0.5950 |
| Implied Volatility | 21.00 % |
| Total Loss Probability | 24.79 % |
| Intrinsic value | 0.4958 |
| Present value | 0.0992 |
| Break even | 109.12 € |
| Theta | -0.02x |
| Vega | 0.01x |
| Rho | -0.01x |
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
121.3
USD
Average target price
124.1
USD
Spread / Average Target
+2.29%
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