Quotes UBS/CALL/SWISS RE/100.001/0.1/19.12.25

Warrant

CSRERU

CH1147773878

Market Closed - Swiss Exchange 08:45:00 03/07/2024 pm IST
1.42 CHF +2.90% Intraday chart for UBS/CALL/SWISS RE/100.001/0.1/19.12.25
Current month-17.44%
1 month-26.04%

Quotes 5-day view

Delayed Quote Swiss Exchange
UBS/CALL/SWISS RE/100.001/0.1/19.12.25(CSRERU) : Historical Chart (5-day)
  27/06/2024 28/06/2024 01/07/2024 02/07/2024 03/07/2024
Last 1.76 CHF 1.72 CHF 1.81 CHF 1.38 CHF 1.42 CHF
Volume 0 0 0 10 000 10 000
Change +1.73% -2.27% +5.23% -23.76% +2.90%
Opening 1.76 1.72 1.81 1.38 1.42
High 1.76 1.72 1.81 1.38 1.42
Low 1.76 1.72 1.81 1.38 1.42

Performance

1 week-17.92%
Current month-17.44%
1 month-26.04%
3 months-4.05%
6 months+125.40%
Current year+129.03%
1 year+105.80%

Highs and lows

1 week
1.38
Extreme 1.38
1.81
1 month
1.38
Extreme 1.38
1.94

Historical data

DateOpeningHighLowEnd-of-dayVolume

Last transactions

0f5433f79c625fbb8c1.Eu9vS-Cn_SvyaHzCXYnLAut7Ev1ygZaA66qin6cUzk4.esIfH66SnHyHWj2TO-uHSaU6VrJK6KOy3eSUrtFlrCUnil0lqPabU5ocEw
DatePriceVolumeDaily volume

Static data

Product typeWarrants
Buy / SellCALL
Underlying SWISS RE LTD
Issuer UBS
CSRERU
ISINCH1147773878
Date issued 16/12/2021
Strike 100 CHF
Maturity 19/12/2025 (534 Days)
Parity 10 : 1
Emission price 0.72 CHF
Emission volume N/A
Settlement physique
Currency CHF

Technical Indicators

Highest since issue 2 CHF
Lowest since issue 0.22 CHF
Delta0.6x
Omega 4.556
Premium6.49x
Gearing7.62x
Moneyness 1.071
Difference Strike -7.099 CHF
Difference Strike %-7.10%
Spread 0.03 CHF
Spread %2.11%
Theoretical value 1.405
Implied Volatility 25.23 %
Total Loss Probability 53.11 %
Intrinsic value 0.7099
Present value 0.6951
Break even 114.05 CHF
Theta-0.01x
Vega0.05x
Rho0.05x
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