BANK VONTOBEL/PUT/SWISS RE/96/0.1/21.03.25 | Market Closed - Börse Stuttgart 07:44:32 05/07/2024 BST | ||
| 0.3 EUR | -3.23% |
|
| Current month | +15.38% | ||
| 1 month | +7.14% |
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
More news
| Date | Price | Change |
|---|---|---|
| 05/07/24 | 0.3 | -3.23% |
| 04/07/24 | 0.31 | -8.82% |
| 03/07/24 | 0.34 | +3.03% |
| 02/07/24 | 0.33 | +32.00% |
| 01/07/24 | 0.25 | -3.85% |
Delayed Quote Börse Stuttgart
Last update July 05, 2024 at 07:44 am
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | PUT |
| Underlying | SWISS RE LTD |
| Issuer | 
Vontobel
|
| WKN | VD4AY8 |
| ISIN | DE000VD4AY84 |
| Date issued | 16/04/2024 |
| Strike | 96 CHF |
| Maturity | 21/03/2025 (258 Days) |
| Parity | 10 : 1 |
| Emission price | 0.61 € |
| Emission volume | N/A |
| Settlement | Por diferencias |
| Currency | EUR |
Technical Indicators
| Highest since issue | 0.67 € |
|---|---|
| Lowest since issue | 0.23 € |
| Delta | -0.23x |
| Omega | 8.108 |
| Premium | 13.46x |
| Gearing | 35.11x |
| Moneyness | 0.8939 |
| Difference Strike | -11.4 CHF |
| Difference Strike % | -11.88% |
| Spread | 0.03 € |
| Spread % | 9.09% |
| Theoretical value | 0.3150 |
| Implied Volatility | 22.82 % |
| Total Loss Probability | 70.68 % |
| Intrinsic value | 0.000000 |
| Present value | 0.3150 |
| Break even | 92.94 € |
| Theta | -0.01x |
| Vega | 0.03x |
| Rho | -0.02x |
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
119.7
USD
Average target price
128.7
USD
Spread / Average Target
+7.56%
- Stock Market
- Warrants
- Warrant
