Market Closed - Swiss Exchange 08:50:00 16/07/2024 pm IST | ||
0.56 CHF | -6.67% |
|
Current month | -13.85% | ||
1 month | -6.67% |
Comparison chart between the derivative product and it's underlying value
Latest news about SWISS RE LTD
Date | Price | Change |
---|---|---|
16/24/16 | 0.56 | -6.67% |
15/24/15 | 0.6 | +1.69% |
08/24/08 | 0.59 | +13.46% |
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 |
YSRE7U | |
ISIN | CH1264834974 |
Date issued | 14/08/2023 |
Strike | 120 CHF |
Maturity | 18/12/2026 (885 Days) |
Parity | 15 : 1 |
Emission price | 0.18 CHF |
Emission volume | N/A |
Settlement | Por entregas |
Currency | CHF |
Technical Indicators
Highest since issue | 0.77 CHF |
---|---|
Lowest since issue | 0.15 CHF |
Delta | 0.37x |
Omega | 4.866 |
Premium | 17.25x |
Gearing | 13.15x |
Moneyness | 0.9121 |
Difference Strike | 10.6 CHF |
Difference Strike % | +8.83% |
Spread | 0.01 CHF |
Spread % | 1.79% |
Theoretical value | 0.5550 |
Implied Volatility | 23.59 % |
Total Loss Probability | 76.15 % |
Intrinsic value | 0.000000 |
Present value | 0.5550 |
Break even | 128.33 CHF |
Theta | -0x |
Vega | 0.04x |
Rho | 0.04x |
Company Profile
Consensus: Swiss Re Ltd
![Consensus](/images/consensus_flch.gif)
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- Warrants
- YSRE7U Warrant