ZKB/CALL/SWISS RE/110/0.05/27.09.24 | Market Closed - Swiss Exchange 08:50:00 16/07/2024 pm IST | ||
| 0.18 CHF | -18.18% |
|
| Current month | -33.33% | ||
| 1 month | -25.00% |
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 | 0.18 | -18.18% |
| 09/24/09 | 0.22 | +4.76% |
| 08/24/08 | 0.21 | +40.00% |
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 |
| SRE8OZ | |
| ISIN | CH1268391823 |
| Date issued | 20/09/2023 |
| Strike | 110 CHF |
| Maturity | 27/09/2024 (73 Days) |
| Parity | 20 : 1 |
| Emission price | 0.11 CHF |
| Emission volume | N/A |
| Settlement | les deux |
| Currency | CHF |
Technical Indicators
| Highest since issue | 0.4 CHF |
|---|---|
| Lowest since issue | 0.06 CHF |
| Delta | 0.5x |
| Omega | 15.78 |
| Premium | 3.7x |
| Gearing | 31.27x |
| Moneyness | 0.9950 |
| Difference Strike | 0.6 CHF |
| Difference Strike % | +0.55% |
| Spread | 0.01 CHF |
| Spread % | 5.56% |
| Theoretical value | 0.1750 |
| Implied Volatility | 18.59 % |
| Total Loss Probability | 52.85 % |
| Intrinsic value | 0.000000 |
| Present value | 0.1750 |
| Break even | 113.50 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
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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
- SRE8OZ Warrant
