Market Closed - Swiss Exchange 08:50:00 16/07/2024 pm IST | ||
0.5 CHF | -9.09% |
|
Current month | -13.79% | ||
1 month | -5.66% |
Comparison chart between the derivative product and it's underlying value
Latest news about SWISS RE LTD
Date | Price | Change |
---|---|---|
16/24/16 | 0.5 | -9.09% |
15/24/15 | 0.55 | +1.85% |
09/24/09 | 0.54 | +1.89% |
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 | ZKB |
SRELLZ | |
ISIN | CH1250730012 |
Date issued | 04/05/2023 |
Strike | 100 CHF |
Maturity | 06/01/2025 (174 Days) |
Parity | 25 : 1 |
Emission price | 0.22 CHF |
Emission volume | N/A |
Settlement | les deux |
Currency | CHF |
Technical Indicators
Highest since issue | 0.69 CHF |
---|---|
Lowest since issue | 0.09 CHF |
Delta | 0.77x |
Omega | 6.791 |
Premium | 2.72x |
Gearing | 8.84x |
Moneyness | 1.094 |
Difference Strike | -9.4 CHF |
Difference Strike % | -9.40% |
Spread | 0.01 CHF |
Spread % | 2.00% |
Theoretical value | 0.4950 |
Implied Volatility | 21.14 % |
Total Loss Probability | 27.84 % |
Intrinsic value | 0.3760 |
Present value | 0.1190 |
Break even | 112.38 CHF |
Theta | -0x |
Vega | 0.01x |
Rho | 0.01x |
Company Profile
Consensus: Swiss Re Ltd
![Consensus](/images/consensus_flch.gif)
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- Warrants
- SRELLZ Warrant