JB/CALL/SWISS RE/97.5/0.0667/20.12.24 Stock

JB/CALL/SWISS RE/97.5/0.0667/20.12.24 Share Price

SRZWJB

CH1242798754

Market Closed - Swiss Exchange 16:20:00 05/07/2024 BST
0.88 ^CHF	-2.22%

Current month	-20.72%
1 month	-27.87%

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

End-of-day quotes

Chart SWISS RE LTD

Chart JB/CALL/SWISS RE/97.5/0.0667/20.12.24

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	0.88	-2.22%
04/07/24	0.9	+4.65%
03/07/24	0.86	-8.51%
02/07/24	0.94	-20.34%
01/07/24	1.18	+6.31%

Delayed Quote Swiss Exchange

Last update July 05, 2024 at 04:20 pm

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Static data

Product type	Warrants
Buy / Sell	CALL
Underlying	SWISS RE LTD
Issuer	Bank Julius Bär
	SRZWJB
ISIN	CH1242798754
Date issued	01/03/2023
Strike	97.5 CHF
Maturity	20/12/2024 (168 Days)
Parity	14.99 : 1
Emission price	0.65 CHF
Emission volume	N/A
Settlement	les deux
Currency	CHF

Technical Indicators

Highest since issue	1.3 CHF
Lowest since issue	0.21 CHF
Delta	0.76x
Omega	6.258
Premium	3x
Gearing	8.19x
Moneyness	1.102
Difference Strike	-9.9 CHF
Difference Strike %	-10.15%
Spread	0.01 CHF
Spread %	1.14%
Theoretical value	0.8750
Implied Volatility	23.74 %
Total Loss Probability	28.77 %
Intrinsic value	0.6603
Present value	0.2147
Break even	110.62 CHF
Theta	-0.01x
Vega	0.01x
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

More about the company

Ratings for Swiss Re Ltd

Trading Rating

Investor Rating

ESG Refinitiv

B-

More Ratings

Consensus: Swiss Re Ltd

Sell

Buy

Mean consensus

HOLD

Number of Analysts

Last Close Price

119.7 USD

Average target price

128.7 USD

Spread / Average Target

+7.56%

Consensus