JB/CALL/SWISS RE/97.5/0.0667/20.12.24 Stock

SRZWJB

CH1242798754

Market Closed - Swiss Exchange 11:20:00 2024-07-03 am EDT
0.86 ^CHF	-8.51%

Current month	-22.52%
1 month	-33.85%

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

End-of-day quotes

Chart SWISS RE LTD

Chart JB/CALL/SWISS RE/97.5/0.0667/20.12.24

Latest news about SWISS RE LTD

Concerns about particularly active hurricane season weigh on insurers	Jul. 02	DP
SWISS REINSURANCE COMPANY : Barclays reiterates its Neutral rating	Jun. 24	ZD
SWISS REINSURANCE COMPANY : Buy rating from JP Morgan	Jun. 20	ZD
Carbonfuture, Swiss Re Sign 70,000 MT Biochar Offtake Deal --OPIS	Jun. 13	DJ

More news

Quotes 5-day view

Date	Price	Change
24-07-03	0.86	-8.51%
24-07-02	0.94	-20.34%
24-07-01	1.18	+6.31%
24-06-28	1.11	-2.63%
24-06-27	1.14	+1.79%

Delayed Quote Swiss Exchange

Last update July 03, 2024 at 11:20 am EDT

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Static data

Product type	Warrants
Buy / Sell	CALL
Underlying	SWISS RE LTD
Issuer	Bank Julius Bär
	SRZWJB
ISIN	CH1242798754
Date issued	2023-03-01
Strike	97.5 CHF
Maturity	2024-12-20 (170 Days)
Parity	14.99 : 1
Emission price	0.65 CHF
Emission volume	N/A
Settlement	les deux
Currency	CHF

Technical Indicators

Highest since issue	1.3 CHF
Lowest since issue	0.21 CHF
Delta	0.76x
Omega	6.323
Premium	3.1x
Gearing	8.35x
Moneyness	1.097
Difference Strike	-9.6 CHF
Difference Strike %	-9.85%
Spread	0.01 CHF
Spread %	1.16%
Theoretical value	0.8550
Implied Volatility	23.59 %
Total Loss Probability	29.53 %
Intrinsic value	0.6337
Present value	0.2214
Break even	110.32 CHF
Theta	-0.01x
Vega	0.02x
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

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

119.4 USD

Average target price

128.3 USD

Spread / Average Target

+7.39%

Consensus