ZKB/CALL/SWISS RE/106/0.1/26.07.24 Stock

ZKB/CALL/SWISS RE/106/0.1/26.07.24 Share Price

SREEHZ

CH1338496610

Market Closed - Swiss Exchange 08:50:00 16/07/2024 pm IST
0.37 ^CHF	-30.19%

Current month	-39.34%
1 month	-28.85%

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

End-of-day quotes

Chart SWISS RE LTD

Chart ZKB/CALL/SWISS RE/106/0.1/26.07.24

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	0.37	-30.19%
15/24/15	0.53	+6.00%
10/24/10	0.5	-1.96%
09/24/09	0.51	+8.51%

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
	SREEHZ
ISIN	CH1338496610
Date issued	03/05/2024
Strike	106 CHF
Maturity	26/07/2024 (10 Days)
Parity	10 : 1
Emission price	0.16 CHF
Emission volume	N/A
Settlement	les deux
Currency	CHF

Technical Indicators

Highest since issue	0.94 CHF
Lowest since issue	0.17 CHF
Delta	0.86x
Omega	25.85
Premium	0.23x
Gearing	29.97x
Moneyness	1.032
Difference Strike	-3.4 CHF
Difference Strike %	-3.21%
Spread	0.01 CHF
Spread %	2.70%
Theoretical value	0.3650
Implied Volatility	17.54 %
Total Loss Probability	13.92 %
Intrinsic value	0.3400
Present value	0.0250
Break even	109.65 CHF
Theta	-0.02x
Vega	0x
Rho	0x

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