BANK VONTOBEL/CALL/SWISS RE/120/0.1/20.12.24 | Market Closed - Swiss Exchange 16:20:00 03/07/2024 BST | ||
| 0.176 CHF | -23.48% |
|
| Current month | -44.13% | ||
| 1 month | -59.07% |
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 |
|---|---|---|
| 03/07/24 | 0.176 | -23.48% |
| 02/07/24 | 0.23 | -33.33% |
| 01/07/24 | 0.345 | +9.52% |
| 28/06/24 | 0.315 | -4.55% |
| 26/06/24 | 0.33 | -8.33% |
Delayed Quote Swiss Exchange
Last update July 03, 2024 at 04:20 pm
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | SWISS RE LTD |
| Issuer | 
Vontobel
|
| WSRCXV | |
| ISIN | CH1236752338 |
| Date issued | 05/01/2023 |
| Strike | 120 CHF |
| Maturity | 20/12/2024 (170 Days) |
| Parity | 10 : 1 |
| Emission price | 0.16 CHF |
| Emission volume | N/A |
| Settlement | physique |
| Currency | CHF |
Technical Indicators
| Highest since issue | 0.47 CHF |
|---|---|
| Lowest since issue | 0.046 CHF |
| Delta | 0.23x |
| Omega | 14.11 |
| Premium | 13.64x |
| Gearing | 62.63x |
| Moneyness | 0.8925 |
| Difference Strike | 12.9 CHF |
| Difference Strike % | +10.75% |
| Spread | 0.01 CHF |
| Spread % | 5.68% |
| Theoretical value | 0.1710 |
| Implied Volatility | 19.14 % |
| Total Loss Probability | 81.21 % |
| Intrinsic value | 0.000000 |
| Present value | 0.1710 |
| Break even | 121.71 CHF |
| Theta | -0.01x |
| Vega | 0.02x |
| 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
-
Consensus: Swiss Re Ltd
Sell
Buy
Mean consensus
HOLD
Number of Analysts
16
Last Close Price
119.4
USD
Average target price
128.3
USD
Spread / Average Target
+7.39%
- Stock Market
- Warrants
- WSRCXV Warrant
