Market Closed - Swiss Exchange 16:20:00 05/07/2024 BST | ||
0.49 CHF | -3.92% |
Current month | -25.76% | ||
1 month | -33.78% |
Comparison chart between the derivative product and it's underlying value
Latest news about SWISS RE LTD
Date | Price | Change |
---|---|---|
05/07/24 | 0.49 | -3.92% |
04/07/24 | 0.51 | +6.25% |
03/07/24 | 0.48 | -11.11% |
02/07/24 | 0.54 | -23.94% |
01/07/24 | 0.71 | +7.58% |
Delayed Quote Swiss Exchange
Last update July 05, 2024 at 04:20 pm
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | SWISS RE LTD |
Issuer | Bank Julius Bär |
SREFJB | |
ISIN | CH1298672515 |
Date issued | 19/10/2023 |
Strike | 100 CHF |
Maturity | 20/09/2024 (77 Days) |
Parity | 20 : 1 |
Emission price | 0.34 CHF |
Emission volume | N/A |
Settlement | les deux |
Currency | CHF |
Technical Indicators
Highest since issue | 0.84 CHF |
---|---|
Lowest since issue | 0.18 CHF |
Delta | 0.75x |
Omega | 8.321 |
Premium | 2.14x |
Gearing | 11.07x |
Moneyness | 1.074 |
Difference Strike | -7.4 CHF |
Difference Strike % | -7.40% |
Spread | 0.01 CHF |
Spread % | 2.04% |
Theoretical value | 0.4850 |
Implied Volatility | 26.05 % |
Total Loss Probability | 28.75 % |
Intrinsic value | 0.3700 |
Present value | 0.1150 |
Break even | 109.70 CHF |
Theta | -0.01x |
Vega | 0.01x |
Rho | 0.01x |
Company Profile
Consensus: Swiss Re Ltd
- Stock Market
- Warrants
- SREFJB Warrant