BANK VONTOBEL/CALL/SWISS RE/92/0.1/20.12.24

BANK VONTOBEL/CALL/SWISS RE/92/0.1/20.12.24 Share Price

WSRBNV

CH1225162804

Market Closed - Swiss Exchange 16:20:00 01/07/2024 BST
2.27 ^CHF	+6.07%

Current month	+6.07%
1 month	-7.72%

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

End-of-day quotes

Chart SWISS RE LTD

Chart BANK VONTOBEL/CALL/SWISS RE/92/0.1/20.12.24

Latest news about SWISS RE LTD

SWISS REINSURANCE COMPANY : Barclays reiterates its Neutral rating	06-24	ZD
SWISS REINSURANCE COMPANY : Buy rating from JP Morgan	06-20	ZD
Carbonfuture, Swiss Re Sign 70,000 MT Biochar Offtake Deal --OPIS	06-13	DJ
Beyond broken infrastructure – Swiss Re explores cascading effects of natural disasters and other key emerging risks	06-12	EQ

More news

Quotes 5-day view

Date	Price	Change
01/07/24	2.27	+6.07%
28/06/24	2.14	-2.28%
27/06/24	2.19	+1.86%
26/06/24	2.15	-3.15%
25/06/24	2.22	-3.48%

Delayed Quote Swiss Exchange

Last update July 01, 2024 at 04:20 pm

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Static data

Product type	Warrants
Buy / Sell	CALL
Underlying	SWISS RE LTD
Issuer	Vontobel
	WSRBNV
ISIN	CH1225162804
Date issued	22/11/2022
Strike	92 CHF
Maturity	20/12/2024 (172 Days)
Parity	10 : 1
Emission price	0.3 CHF
Emission volume	N/A
Settlement	physique
Currency	CHF

Technical Indicators

Highest since issue	2.47 CHF
Lowest since issue	0.385 CHF
Delta	0.87x
Omega	4.274
Premium	2.09x
Gearing	4.94x
Moneyness	1.222
Difference Strike	-20.4 CHF
Difference Strike %	-22.17%
Spread	0.01 CHF
Spread %	0.44%
Theoretical value	2.275
Implied Volatility	30.13 %
Total Loss Probability	18.48 %
Intrinsic value	2.040
Present value	0.2350
Break even	114.75 CHF
Theta	-0.01x
Vega	0.02x
Rho	0.04x

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-

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Consensus: Swiss Re Ltd

Sell

Buy

Mean consensus

HOLD

Number of Analysts

Last Close Price

124.1 USD

Average target price

128.3 USD

Spread / Average Target

+3.37%

Consensus