Market Closed - Swiss Exchange 16:20:00 16/07/2024 BST | ||
0.38 CHF | -13.64% |
Current month | -20.83% | ||
1 month | -11.63% |
Comparison chart between the derivative product and it's underlying value
Latest news about SWISS RE LTD
Date | Price | Change |
---|---|---|
16/07/24 | 0.38 | -13.64% |
15/07/24 | 0.44 | +2.33% |
09/07/24 | 0.43 | +4.88% |
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 | ZKB |
SREWIZ | |
ISIN | CH1305130788 |
Date issued | 17/01/2024 |
Strike | 104 CHF |
Maturity | 27/09/2024 (73 Days) |
Parity | 20 : 1 |
Emission price | 0.13 CHF |
Emission volume | N/A |
Settlement | les deux |
Currency | CHF |
Technical Indicators
Highest since issue | 0.65 CHF |
---|---|
Lowest since issue | 0.12 CHF |
Delta | 0.73x |
Omega | 10.60 |
Premium | 1.92x |
Gearing | 14.59x |
Moneyness | 1.052 |
Difference Strike | -5.4 CHF |
Difference Strike % | -5.19% |
Spread | 0.01 CHF |
Spread % | 2.63% |
Theoretical value | 0.3750 |
Implied Volatility | 21.34 % |
Total Loss Probability | 30.53 % |
Intrinsic value | 0.2700 |
Present value | 0.1050 |
Break even | 111.50 CHF |
Theta | -0.01x |
Vega | 0.01x |
Rho | 0.01x |
Company Profile
Consensus: Swiss Re Ltd
- Stock Market
- Warrants
- SREWIZ Warrant