ZKB/CALL/SWISS RE/96/0.05/27.09.24 | Market Closed - Swiss Exchange 16:20:00 16/07/2024 BST | ||
| 0.73 CHF | -8.75% |
|
| Current month | -12.05% | ||
| 1 month | -2.67% |
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 | 0.73 | -8.75% |
| 15/07/24 | 0.8 | +1.27% |
| 09/07/24 | 0.79 | +2.60% |
| 08/07/24 | 0.77 | +18.46% |
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 |
| SREJTZ | |
| ISIN | CH1268391906 |
| Date issued | 20/09/2023 |
| Strike | 96 CHF |
| Maturity | 27/09/2024 (73 Days) |
| Parity | 20 : 1 |
| Emission price | 0.33 CHF |
| Emission volume | N/A |
| Settlement | les deux |
| Currency | CHF |
Technical Indicators
| Highest since issue | 1.04 CHF |
|---|---|
| Lowest since issue | 0.23 CHF |
| Delta | 0.88x |
| Omega | 6.610 |
| Premium | 1.01x |
| Gearing | 7.54x |
| Moneyness | 1.140 |
| Difference Strike | -13.4 CHF |
| Difference Strike % | -13.96% |
| Spread | 0.01 CHF |
| Spread % | 1.37% |
| Theoretical value | 0.7250 |
| Implied Volatility | 27.16 % |
| Total Loss Probability | 15.01 % |
| Intrinsic value | 0.6700 |
| Present value | 0.0550 |
| Break even | 110.50 CHF |
| Theta | -0.01x |
| Vega | 0x |
| Rho | 0.01x |
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
122.2
USD
Average target price
128.8
USD
Spread / Average Target
+5.44%
- Stock Market
- Warrants
- SREJTZ Warrant
