JB/CALL/SWISS RE/105/0.0667/20.12.24 Stock

JB/CALL/SWISS RE/105/0.0667/20.12.24 Share Price

SRZVJB

CH1242798747

Market Closed - Swiss Exchange 08:50:00 05/07/2024 pm IST
0.53 ^CHF	-1.85%

Current month	-27.40%
1 month	-36.14%

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

End-of-day quotes

Chart SWISS RE LTD

Chart JB/CALL/SWISS RE/105/0.0667/20.12.24

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	0.53	-1.85%
04/24/04	0.54	+5.88%
03/24/03	0.51	-10.53%
02/24/02	0.57	-27.85%
01/24/01	0.79	+8.22%

Delayed Quote Swiss Exchange

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

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Static data

Product type	Warrants
Buy / Sell	CALL
Underlying	SWISS RE LTD
Issuer	Bank Julius Bär
	SRZVJB
ISIN	CH1242798747
Date issued	01/03/2023
Strike	105 CHF
Maturity	20/12/2024 (168 Days)
Parity	14.99 : 1
Emission price	0.45 CHF
Emission volume	N/A
Settlement	Ambos
Currency	CHF

Technical Indicators

Highest since issue	0.91 CHF
Lowest since issue	0.12 CHF
Delta	0.61x
Omega	8.327
Premium	5x
Gearing	13.66x
Moneyness	1.024
Difference Strike	-2.4 CHF
Difference Strike %	-2.29%
Spread	0.01 CHF
Spread %	1.89%
Theoretical value	0.5250
Implied Volatility	21.48 %
Total Loss Probability	44.71 %
Intrinsic value	0.1668
Present value	0.3583
Break even	112.87 CHF
Theta	-0.01x
Vega	0.02x
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-

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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