BANK VONTOBEL/PUT/SWISS RE/105/0.1/20.09.24

BANK VONTOBEL/PUT/SWISS RE/105/0.1/20.09.24 Share Price

DE000VD76NB6

Market Closed - Boerse Frankfurt Warrants 18:53:07 05/07/2024 BST
0.29 ^EUR	0.00%

Current month

+40.78%

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/105/0.1/20.09.24

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	0.29	0.00%
04/07/24	0.29	-9.38%
03/07/24	0.32	+3.23%
02/07/24	0.31	+82.35%
01/07/24	0.17	-17.48%

Real-time Boerse Frankfurt Warrants

Last update July 05, 2024 at 06:53 pm

More quotes

Static data

Product type	Warrants
Buy / Sell	PUT
Underlying	SWISS RE LTD
Issuer	Vontobel
WKN	VD76NB
ISIN	DE000VD76NB6
Date issued	17/06/2024
Strike	105 CHF
Maturity	20/09/2024 (76 Days)
Parity	10 : 1
Emission price	0.31 €
Emission volume	N/A
Settlement	règlement en espèces
Currency	EUR

Technical Indicators

Highest since issue	0.38 €
Lowest since issue	0.167 €
Delta	-0.38x
Omega	13.40
Premium	5.08x
Gearing	35.11x
Moneyness	0.9777
Difference Strike	-2.4 CHF
Difference Strike %	-2.29%
Spread	0.05 €
Spread %	14.71%
Theoretical value	0.3150
Implied Volatility	22.00 %
Total Loss Probability	57.96 %
Intrinsic value	0.000000
Present value	0.3150
Break even	101.94 €
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%).

Sector

More about the company