Market Closed - Swiss Exchange 08:50:00 16/07/2024 pm IST | ||
0.35 CHF | -12.50% |
Current month | -20.45% | ||
1 month | -12.50% |
Comparison chart between the derivative product and it's underlying value
Latest news about SWISS RE LTD
Date | Price | Change |
---|---|---|
16/24/16 | 0.35 | -12.50% |
09/24/09 | 0.4 | +5.26% |
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 |
SRELJZ | |
ISIN | CH1281046602 |
Date issued | 04/12/2023 |
Strike | 105 CHF |
Maturity | 27/09/2024 (73 Days) |
Parity | 20 : 1 |
Emission price | 0.18 CHF |
Emission volume | N/A |
Settlement | les deux |
Currency | CHF |
Technical Indicators
Highest since issue | 0.6 CHF |
---|---|
Lowest since issue | 0.095 CHF |
Delta | 0.69x |
Omega | 10.94 |
Premium | 2.29x |
Gearing | 15.86x |
Moneyness | 1.042 |
Difference Strike | -4.4 CHF |
Difference Strike % | -4.19% |
Spread | 0.01 CHF |
Spread % | 2.86% |
Theoretical value | 0.3450 |
Implied Volatility | 21.78 % |
Total Loss Probability | 34.51 % |
Intrinsic value | 0.2200 |
Present value | 0.1250 |
Break even | 111.90 CHF |
Theta | -0.01x |
Vega | 0.01x |
Rho | 0.01x |
Company Profile
Consensus: Swiss Re Ltd
- Stock Market
- Warrants
- SRELJZ Warrant