UBS/CALL/SWISS RE/90.001/0.1/20.12.24 | Market Closed - Swiss Exchange 16:15:01 16/07/2024 BST | ||
| 2.06 CHF | -8.44% |
|
| Current month | -11.21% | ||
| 1 month | -4.19% |
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 | 2.06 | -8.44% |
| 15/07/24 | 2.25 | +0.90% |
| 09/07/24 | 2.23 | +1.83% |
| 08/07/24 | 2.19 | +12.31% |
Delayed Quote Swiss Exchange
Last update July 16, 2024 at 04:15 pm
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | SWISS RE LTD |
| Issuer | UBS |
| WXSREU | |
| ISIN | CH0589946810 |
| Date issued | 14/01/2021 |
| Strike | 90 CHF |
| Maturity | 20/12/2024 (157 Days) |
| Parity | 10 : 1 |
| Emission price | 0.78 CHF |
| Emission volume | N/A |
| Settlement | physique |
| Currency | CHF |
Technical Indicators
| Highest since issue | 2.65 CHF |
|---|---|
| Lowest since issue | 0.25 CHF |
| Delta | 0.89x |
| Omega | 4.622 |
| Premium | 1.51x |
| Gearing | 5.2x |
| Moneyness | 1.216 |
| Difference Strike | -19.4 CHF |
| Difference Strike % | -21.55% |
| Spread | 0.03 CHF |
| Spread % | 1.42% |
| Theoretical value | 2.105 |
| Implied Volatility | 27.01 % |
| Total Loss Probability | 14.77 % |
| Intrinsic value | 1.940 |
| Present value | 0.1651 |
| Break even | 111.05 CHF |
| Theta | -0.01x |
| Vega | 0.01x |
| Rho | 0.03x |
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
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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
- WXSREU Warrant
