JB/CALL/SWISS RE/95/0.05/21.03.25 Share Price

SRENJB

CH1311821750

Market Closed - Swiss Exchange 08:50:00 05/07/2024 pm IST
0.83 ^CHF	-1.19%

Current month	-17.00%
1 month	-23.15%

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 : 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	0.83	-1.19%
04/24/04	0.84	+3.70%
03/24/03	0.81	-6.90%
02/24/02	0.87	-17.92%
01/24/01	1.06	+6.00%

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
	SRENJB
ISIN	CH1311821750
Date issued	19/12/2023
Strike	95 CHF
Maturity	21/03/2025 (259 Days)
Parity	20 : 1
Emission price	0.41 CHF
Emission volume	N/A
Settlement	les deux
Currency	CHF

Technical Indicators

Highest since issue	1.15 CHF
Lowest since issue	0.38 CHF
Delta	0.78x
Omega	5.086
Premium	3.72x
Gearing	6.52x
Moneyness	1.132
Difference Strike	-12.4 CHF
Difference Strike %	-13.05%
Spread	0.01 CHF
Spread %	1.20%
Theoretical value	0.8250
Implied Volatility	23.64 %
Total Loss Probability	28.24 %
Intrinsic value	0.6250
Present value	0.2000
Break even	111.50 CHF
Theta	-0.01x
Vega	0.01x
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-

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