UBS/CALL/SWISS RE/110.0015/0.0666/19.12.25

UBS/CALL/SWISS RE/110.0015/0.0666/19.12.25 Share Price

YSRE3U

CH1264834933

Market Closed - Swiss Exchange 08:45:01 16/07/2024 pm IST
0.59 ^CHF	-11.94%

Current month	-20.27%
1 month	-14.49%

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

End-of-day quotes

Chart SWISS RE LTD

Chart UBS/CALL/SWISS RE/110.0015/0.0666/19.12.25

Latest news about SWISS RE LTD

Swiss Re Expects Higher Profitability Across Life Insurance Sector in FY24	16/07	MT
Robust economies set to drive insurance growth and profitability, says Swiss Re Institute	16/07	EQ
Swiss Re Unit to Fully Redeem $631 Million of Notes	08/07	MT
SWISS REINSURANCE COMPANY : JP Morgan gives a Buy rating	05/07	ZD

More news

Quotes 5-day view

Date	Price	Change
16/24/16	0.59	-11.94%
09/24/09	0.67	+3.08%

Delayed Quote Swiss Exchange

Last update July 16, 2024 at 08:45 pm IST

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Static data

Product type	Warrants
Buy / Sell	CALL
Underlying	SWISS RE LTD
Issuer	UBS
	YSRE3U
ISIN	CH1264834933
Date issued	14/08/2023
Strike	110 CHF
Maturity	19/12/2025 (521 Days)
Parity	15 : 1
Emission price	0.17 CHF
Emission volume	N/A
Settlement	Por entregas
Currency	CHF

Technical Indicators

Highest since issue	0.9 CHF
Lowest since issue	0.13 CHF
Delta	0.48x
Omega	5.714
Premium	8.98x
Gearing	11.86x
Moneyness	0.9945
Difference Strike	0.6015 CHF
Difference Strike %	+0.55%
Spread	0.01 CHF
Spread %	1.61%
Theoretical value	0.6150
Implied Volatility	22.23 %
Total Loss Probability	62.79 %
Intrinsic value	0.000000
Present value	0.6150
Break even	119.23 CHF
Theta	-0x
Vega	0.03x
Rho	0.03x

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

122.2 USD

Average target price

129.2 USD

Spread / Average Target

+5.72%

Consensus