Market Closed - Swiss Exchange 16:20:00 16/07/2024 BST | ||
0.28 CHF | -9.68% |
Current month | -20.00% | ||
1 month | -12.50% |
Comparison chart between the derivative product and it's underlying value
Latest news about SWISS RE LTD
Date | Price | Change |
---|---|---|
16/07/24 | 0.28 | -9.68% |
15/07/24 | 0.31 | +3.33% |
09/07/24 | 0.3 | +3.45% |
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 |
SREY8Z | |
ISIN | CH1338496693 |
Date issued | 03/05/2024 |
Strike | 120 CHF |
Maturity | 05/01/2026 (538 Days) |
Parity | 20 : 1 |
Emission price | 0.18 CHF |
Emission volume | N/A |
Settlement | Ambos |
Currency | CHF |
Technical Indicators
Highest since issue | 0.43 CHF |
---|---|
Lowest since issue | 0.2 CHF |
Delta | 0.34x |
Omega | 6.764 |
Premium | 14.72x |
Gearing | 19.89x |
Moneyness | 0.9117 |
Difference Strike | 10.6 CHF |
Difference Strike % | +8.83% |
Spread | 0.01 CHF |
Spread % | 3.57% |
Theoretical value | 0.2750 |
Implied Volatility | 20.94 % |
Total Loss Probability | 74.86 % |
Intrinsic value | 0.000000 |
Present value | 0.2750 |
Break even | 125.50 CHF |
Theta | -0x |
Vega | 0.02x |
Rho | 0.02x |
Company Profile
Consensus: Swiss Re Ltd
- Stock Market
- Warrants
- SREY8Z Warrant