ZKB/CALL/SWISS RE/100/0.05/27.09.24 Stock

ZKB/CALL/SWISS RE/100/0.05/27.09.24 Share Price

SREZGZ

CH1268391898

Market Closed - Swiss Exchange 08:50:00 16/07/2024 pm IST
0.55 ^CHF	-9.84%

Current month	-15.38%
1 month	-5.17%

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

End-of-day quotes

Chart SWISS RE LTD

Chart ZKB/CALL/SWISS RE/100/0.05/27.09.24

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	0.55	-9.84%
15/24/15	0.61	+1.67%
09/24/09	0.6	+1.69%

Delayed Quote Swiss Exchange

Last update July 16, 2024 at 08:50 pm IST

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Static data

Product type	Warrants
Buy / Sell	CALL
Underlying	SWISS RE LTD
Issuer	ZKB
	SREZGZ
ISIN	CH1268391898
Date issued	20/09/2023
Strike	100 CHF
Maturity	27/09/2024 (73 Days)
Parity	20 : 1
Emission price	0.24 CHF
Emission volume	N/A
Settlement	Ambos
Currency	CHF

Technical Indicators

Highest since issue	0.84 CHF
Lowest since issue	0.16 CHF
Delta	0.82x
Omega	8.197
Premium	1.37x
Gearing	10.04x
Moneyness	1.094
Difference Strike	-9.4 CHF
Difference Strike %	-9.40%
Spread	0.01 CHF
Spread %	1.82%
Theoretical value	0.5450
Implied Volatility	24.30 %
Total Loss Probability	21.32 %
Intrinsic value	0.4700
Present value	0.0750
Break even	110.90 CHF
Theta	-0.01x
Vega	0.01x
Rho	0.01x

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

128.8 USD

Spread / Average Target

+5.44%

Consensus