BANK VONTOBEL/PUT/SWISS RE/80/0.1/21.03.25 | Market Closed - Boerse Frankfurt Warrants 18:53:23 05/07/2024 BST | ||
| 0.111 EUR | -0.89% |
|
| Current month | +1.83% |
Comparison chart between the derivative product and it's underlying value
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SWISS RE LTD
Latest news about SWISS RE LTD
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| Date | Price | Change |
|---|---|---|
| 05/07/24 | 0.111 | -0.89% |
| 04/07/24 | 0.112 | -3.45% |
| 03/07/24 | 0.116 | -2.52% |
| 02/07/24 | 0.119 | +19.00% |
| 01/07/24 | 0.1 | -8.26% |
Real-time Boerse Frankfurt Warrants
Last update July 05, 2024 at 06:53 pm
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | PUT |
| Underlying | SWISS RE LTD |
| Issuer | 
Vontobel
|
| WKN | VD4HKD |
| ISIN | DE000VD4HKD9 |
| Date issued | 18/04/2024 |
| Strike | 80 CHF |
| Maturity | 21/03/2025 (258 Days) |
| Parity | 10 : 1 |
| Emission price | 0.22 € |
| Emission volume | N/A |
| Settlement | Por diferencias |
| Currency | EUR |
Technical Indicators
| Highest since issue | 0.24 € |
|---|---|
| Lowest since issue | 0.097 € |
| Delta | -0.09x |
| Omega | 8.051 |
| Premium | 26.57x |
| Gearing | 94.48x |
| Moneyness | 0.7449 |
| Difference Strike | -27.4 CHF |
| Difference Strike % | -34.25% |
| Spread | 0.01 € |
| Spread % | 8.20% |
| Theoretical value | 0.1170 |
| Implied Volatility | 29.02 % |
| Total Loss Probability | 87.01 % |
| Intrinsic value | 0.000000 |
| Present value | 0.1170 |
| Break even | 78.86 € |
| Theta | -0.01x |
| Vega | 0.01x |
| 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
119.7
USD
Average target price
128.7
USD
Spread / Average Target
+7.56%
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