UBS/CALL/SWISS RE/130.001/0.1/19.12.25 | Market Closed - Swiss Exchange 16:20:00 16/07/2024 BST | ||
| 0.28 CHF | -12.50% |
|
| Current month | -28.21% | ||
| 1 month | -24.32% |
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
| Date | Price | Change |
|---|---|---|
| 16/07/24 | 0.28 | -12.50% |
| 09/07/24 | 0.32 | +3.23% |
| 08/07/24 | 0.31 | +14.81% |
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 |
| CSREUU | |
| ISIN | CH1147773902 |
| Date issued | 16/12/2021 |
| Strike | 130 CHF |
| Maturity | 19/12/2025 (521 Days) |
| Parity | 10 : 1 |
| Emission price | 0.26 CHF |
| Emission volume | N/A |
| Settlement | physique |
| Currency | CHF |
Technical Indicators
| Highest since issue | 0.53 CHF |
|---|---|
| Lowest since issue | 0.06 CHF |
| Delta | 0.21x |
| Omega | 8.402 |
| Premium | 21.3x |
| Gearing | 40.52x |
| Moneyness | 0.8415 |
| Difference Strike | 20.6 CHF |
| Difference Strike % | +15.85% |
| Spread | 0.02 CHF |
| Spread % | 7.14% |
| Theoretical value | 0.2700 |
| Implied Volatility | 19.55 % |
| Total Loss Probability | 85.36 % |
| Intrinsic value | 0.000000 |
| Present value | 0.2700 |
| Break even | 132.70 CHF |
| Theta | -0x |
| Vega | 0.04x |
| 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
-
Consensus: Swiss Re Ltd
Sell
Buy
Mean consensus
HOLD
Number of Analysts
16
Last Close Price
123.9
USD
Average target price
128.8
USD
Spread / Average Target
+3.94%
- Stock Market
- Warrants
- CSREUU Warrant
