CALL/SWISS RE/150/0.1/20.12.24 Share Price

DE000GZ6LAY6

Real-time BOERSE MUENCHEN 07:57:07 01/07/2024 pm IST
0.019 ^EUR	+5.56%

1 month	-18.18%
3 months	-56.10%

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

SWISS REINSURANCE COMPANY : Barclays reiterates its Neutral rating	24/06	ZD
SWISS REINSURANCE COMPANY : Buy rating from JP Morgan	20/06	ZD
Carbonfuture, Swiss Re Sign 70,000 MT Biochar Offtake Deal --OPIS	14/06	DJ
Beyond broken infrastructure – Swiss Re explores cascading effects of natural disasters and other key emerging risks	12/06	EQ

More news

Quotes 5-day view

Date	Price	Change
01/24/01	0.019	+5.56%
28/24/28	0.018	-10.00%
27/24/27	0.02	-4.76%
26/24/26	0.021	+5.00%
25/24/25	0.02	-4.76%

Real-time BOERSE MUENCHEN

Last update July 01, 2024 at 07:57 pm IST

More quotes

Static data

Product type	Warrants
Buy / Sell	CALL
Underlying	SWISS RE LTD
Issuer	Goldman Sachs
WKN	GZ6LAY
ISIN	DE000GZ6LAY6
Date issued	04/01/2023
Strike	150 CHF
Maturity	20/12/2024 (172 Days)
Parity	10 : 1
Emission price	0.02 €
Emission volume	N/A
Settlement	règlement en espèces
Currency	EUR

Technical Indicators

Highest since issue	0.078 €
Lowest since issue	0.009 €
Delta	0.04x
Omega	17.18
Premium	33.33x
Gearing	430.47x
Moneyness	0.7513
Difference Strike	37.6 CHF
Difference Strike %	+25.07%
Spread	0.02 €
Spread %	54.05%
Theoretical value	0.0270
Implied Volatility	22.18 %
Total Loss Probability	97.16 %
Intrinsic value	0.000000
Present value	0.0270
Break even	150.26 €
Theta	-0x
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

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

124.1 USD

Average target price

128.3 USD

Spread / Average Target

+3.37%

Consensus