Market Closed - Swiss Exchange 16:20:00 16/07/2024 BST | ||
0.39 CHF | -11.36% |
|
Current month | -22.00% | ||
1 month | -13.33% |
Comparison chart between the derivative product and it's underlying value
Latest news about SWISS RE LTD
Date | Price | Change |
---|---|---|
16/07/24 | 0.39 | -11.36% |
15/07/24 | 0.44 | +2.33% |
09/07/24 | 0.43 | +2.38% |
Delayed Quote Swiss Exchange
Last update July 16, 2024 at 04:20 pm
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | SWISS RE LTD |
Issuer | UBS |
YSREVU | |
ISIN | CH1264829180 |
Date issued | 14/08/2023 |
Strike | 110 CHF |
Maturity | 20/12/2024 (157 Days) |
Parity | 15 : 1 |
Emission price | 0.09 CHF |
Emission volume | N/A |
Settlement | physique |
Currency | CHF |
Technical Indicators
Highest since issue | 0.65 CHF |
---|---|
Lowest since issue | 0.06 CHF |
Delta | 0.53x |
Omega | 9.994 |
Premium | 5.83x |
Gearing | 18.94x |
Moneyness | 0.9945 |
Difference Strike | 0.6015 CHF |
Difference Strike % | +0.55% |
Spread | 0.01 CHF |
Spread % | 2.56% |
Theoretical value | 0.3850 |
Implied Volatility | 20.11 % |
Total Loss Probability | 52.49 % |
Intrinsic value | 0.000000 |
Present value | 0.3850 |
Break even | 115.78 CHF |
Theta | -0.01x |
Vega | 0.02x |
Rho | 0.01x |
Company Profile
Consensus: Swiss Re Ltd
![Consensus](/images/consensus_flch.gif)
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- Warrants
- YSREVU Warrant