SG/CALL/SWISS RE/140/0.1/20.12.24 Share Price

DE000SY0YXS3

Market Closed - Boerse Frankfurt Warrants 16:27:48 16/07/2024 BST
0.031 ^EUR	+24.00%

Current month	-22.50%
1 month	-41.51%

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

End-of-day quotes

Chart SWISS RE LTD

Latest news about SWISS RE LTD

Swiss Re Expects Higher Profitability Across Life Insurance Sector in FY24	07-16	MT
Robust economies set to drive insurance growth and profitability, says Swiss Re Institute	07-16	EQ
Swiss Re Unit to Fully Redeem $631 Million of Notes	07-08	MT
SWISS REINSURANCE COMPANY : JP Morgan gives a Buy rating	07-05	ZD

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Quotes 5-day view

Date	Price	Change
16/07/24	0.031	+24.00%
15/07/24	0.025	-30.56%
12/07/24	0.036	-12.20%
11/07/24	0.041	+28.12%
10/07/24	0.032	0.00%

Real-time Boerse Frankfurt Warrants

Last update July 16, 2024 at 04:27 pm

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Static data

Product type	Warrants
Buy / Sell	CALL
Underlying	SWISS RE LTD
Issuer	Société Générale
WKN	SY0YXS
ISIN	DE000SY0YXS3
Date issued	28/05/2024
Strike	140 CHF
Maturity	20/12/2024 (157 Days)
Parity	10 : 1
Emission price	0.082 €
Emission volume	N/A
Settlement	Por diferencias
Currency	EUR

Technical Indicators

Highest since issue	0.093 €
Lowest since issue	0.019 €
Delta	0.07x
Omega	15.73
Premium	28.4x
Gearing	231.39x
Moneyness	0.7814
Difference Strike	30.6 CHF
Difference Strike %	+21.86%
Spread	0.035 €
Spread %	53.03%
Theoretical value	0.0485
Implied Volatility	23.40 %
Total Loss Probability	95.00 %
Intrinsic value	0.000000
Present value	0.0485
Break even	140.47 €
Theta	-0.01x
Vega	0.01x
Rho	0x

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%).

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