JB/CALL/SWISS RE/102.5/0.0667/21.03.25 Stock

JB/CALL/SWISS RE/102.5/0.0667/21.03.25 Share Price

SREGJB

CH1311821743

Market Closed - Swiss Exchange 08:50:00 05/07/2024 pm IST
0.74 ^CHF	-1.33%

Current month	-21.28%
1 month	-29.52%

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

End-of-day quotes

Chart SWISS RE LTD

Chart JB/CALL/SWISS RE/102.5/0.0667/21.03.25

Latest news about SWISS RE LTD

SWISS REINSURANCE COMPANY : JP Morgan gives a Buy rating	05/07	ZD
Insurers continue to struggle - hurricane season weighs on business	05/07	DP
Luminar Launches Sentinel Software for Automakers; Full Stack Software Development Kits to Ship to Top Automakers Beginning in Q3	04/07	AQ
SWISS REINSURANCE COMPANY : Buy rating from Berenberg	04/07	ZD

More news

Quotes 5-day view

Date	Price	Change
05/24/05	0.74	-1.33%
04/24/04	0.75	+4.17%
03/24/03	0.72	-10.00%
02/24/02	0.8	-20.79%
01/24/01	1.01	+7.45%

Delayed Quote Swiss Exchange

Last update July 05, 2024 at 08:50 pm IST

More quotes

Static data

Product type	Warrants
Buy / Sell	CALL
Underlying	SWISS RE LTD
Issuer	Bank Julius Bär
	SREGJB
ISIN	CH1311821743
Date issued	19/12/2023
Strike	102.5 CHF
Maturity	21/03/2025 (259 Days)
Parity	14.99 : 1
Emission price	0.35 CHF
Emission volume	N/A
Settlement	les deux
Currency	CHF

Technical Indicators

Highest since issue	1.12 CHF
Lowest since issue	0.32 CHF
Delta	0.66x
Omega	6.437
Premium	5.6x
Gearing	9.76x
Moneyness	1.049
Difference Strike	-4.9 CHF
Difference Strike %	-4.78%
Spread	0.01 CHF
Spread %	1.35%
Theoretical value	0.7350
Implied Volatility	21.62 %
Total Loss Probability	40.90 %
Intrinsic value	0.3335
Present value	0.4015
Break even	113.52 CHF
Theta	-0.01x
Vega	0.02x
Rho	0.03x

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

119.7 USD

Average target price

128.7 USD

Spread / Average Target

+7.56%

Consensus