Market Closed - Swiss Exchange 08:50:00 05/07/2024 pm IST | ||
0.27 CHF | -6.90% |
|
Current month | -42.55% | ||
1 month | -53.45% |
Comparison chart between the derivative product and it's underlying value
Latest news about SWISS RE LTD
Date | Price | Change |
---|---|---|
05/24/05 | 0.27 | -6.90% |
04/24/04 | 0.29 | +7.41% |
03/24/03 | 0.27 | -20.59% |
02/24/02 | 0.34 | -34.62% |
01/24/01 | 0.52 | +10.64% |
Delayed Quote Swiss Exchange
Last update July 05, 2024 at 08:50 pm IST
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | SWISS RE LTD |
Issuer | Bank Julius Bär |
SREXJB | |
ISIN | CH1303727981 |
Date issued | 29/11/2023 |
Strike | 110 CHF |
Maturity | 20/09/2024 (77 Days) |
Parity | 12 : 1 |
Emission price | 0.31 CHF |
Emission volume | N/A |
Settlement | Ambos |
Currency | CHF |
Technical Indicators
Highest since issue | 0.69 CHF |
---|---|
Lowest since issue | 0.11 CHF |
Delta | 0.44x |
Omega | 14.75 |
Premium | 5.28x |
Gearing | 33.79x |
Moneyness | 0.9773 |
Difference Strike | 2.6 CHF |
Difference Strike % | +2.36% |
Spread | 0.01 CHF |
Spread % | 3.70% |
Theoretical value | 0.2650 |
Implied Volatility | 21.04 % |
Total Loss Probability | 60.14 % |
Intrinsic value | 0.000000 |
Present value | 0.2650 |
Break even | 113.18 CHF |
Theta | -0.02x |
Vega | 0.02x |
Rho | 0.01x |
Company Profile
Consensus: Swiss Re Ltd
![Consensus](/images/consensus_flch.gif)
- Stock Market
- Warrants
- SREXJB Warrant