UBS/CALL/SWISS RE/130.0015/0.0666/20.06.25

UBS/CALL/SWISS RE/130.0015/0.0666/20.06.25 Share Price

1SREBU

CH1280379129

Market Closed - Swiss Exchange 16:20:00 16/07/2024 BST
0.12 ^CHF	-14.29%

Current month	-33.33%
1 month	-25.00%

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

End-of-day quotes

Chart SWISS RE LTD

Chart UBS/CALL/SWISS RE/130.0015/0.0666/20.06.25

Latest news about SWISS RE LTD

Swiss Re Expects Higher Profitability Across Life Insurance Sector in FY24	12:00pm	MT
Robust economies set to drive insurance growth and profitability, says Swiss Re Institute	09:02am	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

More news

Quotes 5-day view

Date	Price	Change
16/07/24	0.12	-14.29%
09/07/24	0.14	+7.69%
08/07/24	0.13	+18.18%

Delayed Quote Swiss Exchange

Last update July 16, 2024 at 04:20 pm

More quotes

Static data

Product type	Warrants
Buy / Sell	CALL
Underlying	SWISS RE LTD
Issuer	UBS
	1SREBU
ISIN	CH1280379129
Date issued	18/09/2023
Strike	130 CHF
Maturity	20/06/2025 (339 Days)
Parity	15 : 1
Emission price	0.05 CHF
Emission volume	N/A
Settlement	physique
Currency	CHF

Technical Indicators

Highest since issue	0.26 CHF
Lowest since issue	0.06 CHF
Delta	0.16x
Omega	10.32
Premium	20.41x
Gearing	63.42x
Moneyness	0.8415
Difference Strike	20.6 CHF
Difference Strike %	+15.85%
Spread	0.01 CHF
Spread %	8.33%
Theoretical value	0.1150
Implied Volatility	20.59 %
Total Loss Probability	88.29 %
Intrinsic value	0.000000
Present value	0.1150
Break even	131.73 CHF
Theta	-0x
Vega	0.02x
Rho	0.01x

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

122.2 USD

Average target price

128.8 USD

Spread / Average Target

+5.44%

Consensus