ZKB/CALL/SWISS RE/96/0.05/06.01.25 | Market Closed - Swiss Exchange 16:20:00 16/07/2024 BST | ||
| 0.78 CHF | -8.24% |
|
| Current month | -11.36% | ||
| 1 month | -3.70% |
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 | 0.78 | -8.24% |
| 15/07/24 | 0.85 | +1.19% |
| 11/07/24 | 0.84 | +1.20% |
| 09/07/24 | 0.83 | +1.22% |
| 08/07/24 | 0.82 | +17.14% |
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 |
| SRE4JZ | |
| ISIN | CH1305127719 |
| Date issued | 19/12/2023 |
| Strike | 96 CHF |
| Maturity | 06/01/2025 (174 Days) |
| Parity | 20 : 1 |
| Emission price | 0.33 CHF |
| Emission volume | N/A |
| Settlement | les deux |
| Currency | CHF |
Technical Indicators
| Highest since issue | 1.05 CHF |
|---|---|
| Lowest since issue | 0.28 CHF |
| Delta | 0.84x |
| Omega | 5.928 |
| Premium | 1.92x |
| Gearing | 7.06x |
| Moneyness | 1.140 |
| Difference Strike | -13.4 CHF |
| Difference Strike % | -13.96% |
| Spread | 0.01 CHF |
| Spread % | 1.28% |
| Theoretical value | 0.7750 |
| Implied Volatility | 21.60 % |
| Total Loss Probability | 19.88 % |
| Intrinsic value | 0.6700 |
| Present value | 0.1050 |
| Break even | 111.50 CHF |
| Theta | -0.01x |
| Vega | 0.01x |
| Rho | 0.02x |
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
-
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
- SRE4JZ Warrant
