Market Closed - Swiss Exchange 16:20:00 16/07/2024 BST | ||
0.11 CHF | -8.33% |
|
Current month | -31.25% | ||
1 month | -31.25% |
Comparison chart between the derivative product and it's underlying value
Latest news about SWISS RE LTD
Date | Price | Change |
---|---|---|
16/07/24 | 0.11 | -8.33% |
08/07/24 | 0.12 | +9.09% |
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 |
2SRELU | |
ISIN | CH1301356239 |
Date issued | 30/10/2023 |
Strike | 140 CHF |
Maturity | 19/12/2025 (521 Days) |
Parity | 15 : 1 |
Emission price | 0.09 CHF |
Emission volume | N/A |
Settlement | physique |
Currency | CHF |
Technical Indicators
Highest since issue | 0.21 CHF |
---|---|
Lowest since issue | 0.05 CHF |
Delta | 0.13x |
Omega | 9.167 |
Premium | 29.41x |
Gearing | 69.46x |
Moneyness | 0.7814 |
Difference Strike | 30.6 CHF |
Difference Strike % | +21.86% |
Spread | 0.01 CHF |
Spread % | 9.09% |
Theoretical value | 0.1050 |
Implied Volatility | 19.80 % |
Total Loss Probability | 91.23 % |
Intrinsic value | 0.000000 |
Present value | 0.1050 |
Break even | 141.58 CHF |
Theta | -0x |
Vega | 0.02x |
Rho | 0.01x |
Company Profile
Consensus: Swiss Re Ltd
![Consensus](/images/consensus_flch.gif)
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- Warrants
- 2SRELU Warrant