ZKB/CALL/SWISS RE/100/0.05/05.01.26 | Market Closed - Swiss Exchange 08:50:00 16/07/2024 pm IST | ||
| 0.77 CHF | -6.10% |
|
| Current month | -10.47% | ||
| 1 month | -3.75% |
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 | 0.77 | -6.10% |
| 15/24/15 | 0.82 | +1.23% |
| 09/24/09 | 0.81 | +1.25% |
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 |
| SREVLZ | |
| ISIN | CH1338496685 |
| Date issued | 03/05/2024 |
| Strike | 100 CHF |
| Maturity | 05/01/2026 (538 Days) |
| Parity | 20 : 1 |
| Emission price | 0.52 CHF |
| Emission volume | N/A |
| Settlement | les deux |
| Currency | CHF |
Technical Indicators
| Highest since issue | 1 CHF |
|---|---|
| Lowest since issue | 0.53 CHF |
| Delta | 0.63x |
| Omega | 4.496 |
| Premium | 5.39x |
| Gearing | 7.15x |
| Moneyness | 1.094 |
| Difference Strike | -9.4 CHF |
| Difference Strike % | -9.40% |
| Spread | 0.01 CHF |
| Spread % | 1.30% |
| Theoretical value | 0.7650 |
| Implied Volatility | 24.75 % |
| Total Loss Probability | 50.11 % |
| Intrinsic value | 0.4700 |
| Present value | 0.2950 |
| Break even | 115.30 CHF |
| Theta | -0x |
| Vega | 0.02x |
| Rho | 0.03x |
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
122.2
USD
Average target price
128.8
USD
Spread / Average Target
+5.44%
- Stock Market
- Warrants
- SREVLZ Warrant
