UBS/CALL/SWISS RE/95.0015/0.0666/18.12.26

UBS/CALL/SWISS RE/95.0015/0.0666/18.12.26 Share Price

YSRE4U

CH1264834941

Market Closed - Swiss Exchange 16:20:00 16/07/2024 BST
1.38 ^CHF	-4.83%

Current month	-8.61%
1 month	-2.82%

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

End-of-day quotes

Chart SWISS RE LTD

Chart UBS/CALL/SWISS RE/95.0015/0.0666/18.12.26

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	1.38	-4.83%
15/07/24	1.45	+0.69%
09/07/24	1.44	+1.41%
08/07/24	1.42	+9.23%

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
	YSRE4U
ISIN	CH1264834941
Date issued	14/08/2023
Strike	95 CHF
Maturity	18/12/2026 (885 Days)
Parity	15 : 1
Emission price	0.53 CHF
Emission volume	N/A
Settlement	Por entregas
Currency	CHF

Technical Indicators

Highest since issue	1.69 CHF
Lowest since issue	0.43 CHF
Delta	0.65x
Omega	3.461
Premium	5.57x
Gearing	5.33x
Moneyness	1.152
Difference Strike	-14.4 CHF
Difference Strike %	-15.16%
Spread	0.02 CHF
Spread %	1.45%
Theoretical value	1.370
Implied Volatility	27.57 %
Total Loss Probability	54.85 %
Intrinsic value	0.9632
Present value	0.4068
Break even	115.55 CHF
Theta	-0x
Vega	0.04x
Rho	0.04x

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