Market Closed - Swiss Exchange 08:50:00 16/07/2024 pm IST | ||
0.49 CHF | -10.91% |
|
Current month | -18.33% | ||
1 month | -9.26% |
Comparison chart between the derivative product and it's underlying value
Latest news about SWISS RE LTD
Date | Price | Change |
---|---|---|
16/24/16 | 0.49 | -10.91% |
15/24/15 | 0.55 | +1.85% |
11/24/11 | 0.54 | +1.89% |
09/24/09 | 0.53 | +1.92% |
08/24/08 | 0.52 | +18.18% |
Delayed Quote Swiss Exchange
Last update July 16, 2024 at 08:50 pm IST
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | SWISS RE LTD |
Issuer | UBS |
0SRE8U | |
ISIN | CH1280379095 |
Date issued | 18/09/2023 |
Strike | 110 CHF |
Maturity | 21/03/2025 (248 Days) |
Parity | 15 : 1 |
Emission price | 0.19 CHF |
Emission volume | N/A |
Settlement | Por entregas |
Currency | CHF |
Technical Indicators
Highest since issue | 0.75 CHF |
---|---|
Lowest since issue | 0.16 CHF |
Delta | 0.54x |
Omega | 8.177 |
Premium | 7.2x |
Gearing | 15.04x |
Moneyness | 0.9945 |
Difference Strike | 0.6015 CHF |
Difference Strike % | +0.55% |
Spread | 0.01 CHF |
Spread % | 2.04% |
Theoretical value | 0.4850 |
Implied Volatility | 19.56 % |
Total Loss Probability | 52.05 % |
Intrinsic value | 0.000000 |
Present value | 0.4850 |
Break even | 117.28 CHF |
Theta | -0.01x |
Vega | 0.02x |
Rho | 0.02x |
Company Profile
Consensus: Swiss Re Ltd
![Consensus](/images/consensus_flch.gif)
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- Warrants
- 0SRE8U Warrant