Market Closed - Swiss Exchange 08:50:00 16/07/2024 pm IST | ||
0.78 CHF | -8.24% |
Current month | -11.36% | ||
1 month | -3.70% |
Comparison chart between the derivative product and it's underlying value
Latest news about SWISS RE LTD
Date | Price | Change |
---|---|---|
16/24/16 | 0.78 | -8.24% |
15/24/15 | 0.85 | +1.19% |
11/24/11 | 0.84 | +1.20% |
09/24/09 | 0.83 | +1.22% |
08/24/08 | 0.82 | +17.14% |
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 |
SRE4JZ | |
ISIN | CH1305127719 |
Date issued | 19/12/2023 |
Strike | 96 CHF |
Maturity | 06/01/2025 (174 Days) |
Parity | 20 : 1 |
Emission price | 0.33 CHF |
Emission volume | N/A |
Settlement | les deux |
Currency | CHF |
Technical Indicators
Highest since issue | 1.05 CHF |
---|---|
Lowest since issue | 0.28 CHF |
Delta | 0.84x |
Omega | 5.928 |
Premium | 1.92x |
Gearing | 7.06x |
Moneyness | 1.140 |
Difference Strike | -13.4 CHF |
Difference Strike % | -13.96% |
Spread | 0.01 CHF |
Spread % | 1.28% |
Theoretical value | 0.7750 |
Implied Volatility | 21.60 % |
Total Loss Probability | 19.88 % |
Intrinsic value | 0.6700 |
Present value | 0.1050 |
Break even | 111.50 CHF |
Theta | -0.01x |
Vega | 0.01x |
Rho | 0.02x |
Company Profile
Consensus: Swiss Re Ltd
- Stock Market
- Warrants
- SRE4JZ Warrant