BANK VONTOBEL/PUT/SWISS RE/110/0.1/20.09.24

BANK VONTOBEL/PUT/SWISS RE/110/0.1/20.09.24 Share Price

DE000VD001D3

Market Closed - Boerse Frankfurt Warrants 18:43:56 05/07/2024 BST
0.52 ^EUR	0.00%

Current month	+44.44%
1 month	+57.58%

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

End-of-day quotes

Chart SWISS RE LTD

Chart BANK VONTOBEL/PUT/SWISS RE/110/0.1/20.09.24

Latest news about SWISS RE LTD

SWISS REINSURANCE COMPANY : JP Morgan gives a Buy rating	07-05	ZD
Insurers continue to struggle - hurricane season weighs on business	07-05	DP
Luminar Launches Sentinel Software for Automakers; Full Stack Software Development Kits to Ship to Top Automakers Beginning in Q3	07-04	AQ
SWISS REINSURANCE COMPANY : Buy rating from Berenberg	07-04	ZD

More news

Quotes 5-day view

Date	Price	Change
05/07/24	0.52	0.00%
04/07/24	0.52	-7.14%
03/07/24	0.56	+5.66%
02/07/24	0.53	+76.67%
01/07/24	0.3	-16.67%

Real-time Boerse Frankfurt Warrants

Last update July 05, 2024 at 06:43 pm

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Static data

Product type	Warrants
Buy / Sell	PUT
Underlying	SWISS RE LTD
Issuer	Vontobel
WKN	VD001D
ISIN	DE000VD001D3
Date issued	26/02/2024
Strike	110 CHF
Maturity	20/09/2024 (76 Days)
Parity	10 : 1
Emission price	1.09 €
Emission volume	N/A
Settlement	règlement en espèces
Currency	EUR

Technical Indicators

Highest since issue	1.45 €
Lowest since issue	0.28 €
Delta	-0.57x
Omega	11.32
Premium	2.6x
Gearing	19.92x
Moneyness	1.024
Difference Strike	2.6 CHF
Difference Strike %	+2.36%
Spread	0.07 €
Spread %	11.86%
Theoretical value	0.5550
Implied Volatility	20.85 %
Total Loss Probability	39.42 %
Intrinsic value	0.2676
Present value	0.2874
Break even	104.61 €
Theta	-0.02x
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%).

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More about the company