UBS/CALL/SWISS RE/80.001/0.1/24.12.25 | Market Closed - Swiss Exchange 08:50:00 16/07/2024 pm IST | ||
| 3.16 CHF | -3.95% |
|
| Current month | -5.95% | ||
| 1 month | -0.94% |
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
| Date | Price | Change |
|---|---|---|
| 16/24/16 | 3.16 | -3.95% |
| 15/24/15 | 3.29 | +0.61% |
| 12/24/12 | 3.27 | +0.31% |
| 09/24/09 | 3.26 | +1.24% |
| 08/24/08 | 3.22 | +7.69% |
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 |
| DSRE0U | |
| ISIN | CH1158960000 |
| Date issued | 28/02/2022 |
| Strike | 80 CHF |
| Maturity | 24/12/2025 (526 Days) |
| Parity | 10 : 1 |
| Emission price | 1.34 CHF |
| Emission volume | N/A |
| Settlement | physique |
| Currency | CHF |
Technical Indicators
| Highest since issue | 3.66 CHF |
|---|---|
| Lowest since issue | 0.57 CHF |
| Delta | 0.83x |
| Omega | 2.882 |
| Premium | 1.87x |
| Gearing | 3.48x |
| Moneyness | 1.367 |
| Difference Strike | -29.4 CHF |
| Difference Strike % | -36.75% |
| Spread | 0.03 CHF |
| Spread % | 0.95% |
| Theoretical value | 3.145 |
| Implied Volatility | 33.74 % |
| Total Loss Probability | 32.39 % |
| Intrinsic value | 2.940 |
| Present value | 0.2051 |
| Break even | 111.45 CHF |
| Theta | -0x |
| Vega | 0.03x |
| Rho | 0.04x |
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
-
Consensus: Swiss Re Ltd
Sell
Buy
Mean consensus
HOLD
Number of Analysts
16
Last Close Price
123.9
USD
Average target price
128.8
USD
Spread / Average Target
+3.94%
- Stock Market
- Warrants
- DSRE0U Warrant
