Market Closed - BOERSE MUENCHEN 19:26:57 05/07/2024 BST | ||
1.47 EUR | -0.27% |
|
Current month | +17.60% | ||
1 month | +26.18% |
Comparison chart between the derivative product and it's underlying value
Latest news about SWISS RE LTD
Date | Price | Change |
---|---|---|
05/07/24 | 1.47 | -0.27% |
04/07/24 | 1.474 | -5.03% |
03/07/24 | 1.552 | +7.78% |
02/07/24 | 1.44 | +26.32% |
01/07/24 | 1.14 | -8.80% |
Real-time BOERSE MUENCHEN
Last update July 05, 2024 at 07:26 pm
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | PUT |
Underlying | SWISS RE LTD |
Issuer | Goldman Sachs |
WKN | GG5LDM |
ISIN | DE000GG5LDM0 |
Date issued | 20/03/2024 |
Strike | 120 CHF |
Maturity | 21/03/2025 (258 Days) |
Parity | 10 : 1 |
Emission price | 1.28 € |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | EUR |
Technical Indicators
Highest since issue | 2.433 € |
---|---|
Lowest since issue | 1.035 € |
Delta | -0.7x |
Omega | 5.206 |
Premium | 1.7x |
Gearing | 7.45x |
Moneyness | 1.117 |
Difference Strike | 12.6 CHF |
Difference Strike % | +10.50% |
Spread | 0.05 € |
Spread % | 3.31% |
Theoretical value | 1.485 |
Implied Volatility | 19.65 % |
Total Loss Probability | 24.59 % |
Intrinsic value | 1.297 |
Present value | 0.1882 |
Break even | 105.57 € |
Theta | -0.01x |
Vega | 0.03x |
Rho | -0.07x |
Company Profile
Consensus: Swiss Re Ltd
![Consensus](/images/consensus_flch.gif)
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