PUT/SWISS RE/120/0.1/21.03.25 Share Price

DE000GG5LDM0

Market Closed - BOERSE MUENCHEN 11:56:57 05/07/2024 pm IST
1.47 ^EUR	-0.27%

Current month	+17.60%
1 month	+26.18%

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	1.47	-0.27%
04/24/04	1.474	-5.03%
03/24/03	1.552	+7.78%
02/24/02	1.44	+26.32%
01/24/01	1.14	-8.80%

Real-time BOERSE MUENCHEN

Last update July 05, 2024 at 11:56 pm IST

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Static data

Product type	Warrants
Buy / Sell	PUT
Underlying	SWISS RE LTD
Issuer	Goldman Sachs
WKN	GG5LDM
ISIN	DE000GG5LDM0
Date issued	20/03/2024
Strike	120 CHF
Maturity	21/03/2025 (258 Days)
Parity	10 : 1
Emission price	1.28 €
Emission volume	N/A
Settlement	règlement en espèces
Currency	EUR

Technical Indicators

Highest since issue	2.433 €
Lowest since issue	1.035 €
Delta	-0.7x
Omega	5.206
Premium	1.7x
Gearing	7.45x
Moneyness	1.117
Difference Strike	12.6 CHF
Difference Strike %	+10.50%
Spread	0.05 €
Spread %	3.31%
Theoretical value	1.485
Implied Volatility	19.65 %
Total Loss Probability	24.59 %
Intrinsic value	1.297
Present value	0.1882
Break even	105.57 €
Theta	-0.01x
Vega	0.03x
Rho	-0.07x

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