UBS/CALL/SWISS RE/110.001/0.1/24.12.25 Stock

CSRESU

CH1147773886

Market Closed - Swiss Exchange 11:15:01 2024-07-16 am EDT
0.86 ^CHF	-14.85%

Current month	-22.52%
1 month	-15.69%

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

End-of-day quotes

Chart SWISS RE LTD

Chart UBS/CALL/SWISS RE/110.001/0.1/24.12.25

Latest news about SWISS RE LTD

Swiss Re Expects Higher Profitability Across Life Insurance Sector in FY24	07:00am	MT
Robust economies set to drive insurance growth and profitability, says Swiss Re Institute	04:02am	EQ
Swiss Re Unit to Fully Redeem $631 Million of Notes	Jul. 08	MT
SWISS REINSURANCE COMPANY : JP Morgan gives a Buy rating	Jul. 05	ZD

More news

Quotes 5-day view

Date	Price	Change
24-07-16	0.86	-14.85%
24-07-15	1.01	+1.00%
24-07-09	1	+13.64%
24-07-08	0.88	+3.53%

Delayed Quote Swiss Exchange

Last update July 16, 2024 at 11:15 am EDT

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Static data

Product type	Warrants
Buy / Sell	CALL
Underlying	SWISS RE LTD
Issuer	UBS
	CSRESU
ISIN	CH1147773886
Date issued	2021-12-15
Strike	110 CHF
Maturity	2025-12-24 (526 Days)
Parity	10 : 1
Emission price	0.51 CHF
Emission volume	N/A
Settlement	physique
Currency	CHF

Technical Indicators

Highest since issue	1.35 CHF
Lowest since issue	0.15 CHF
Delta	0.48x
Omega	5.728
Premium	8.96x
Gearing	11.89x
Moneyness	0.9945
Difference Strike	0.601 CHF
Difference Strike %	+0.55%
Spread	0.02 CHF
Spread %	2.15%
Theoretical value	0.9200
Implied Volatility	22.07 %
Total Loss Probability	62.78 %
Intrinsic value	0.000000
Present value	0.9200
Break even	119.20 CHF
Theta	-0.01x
Vega	0.05x
Rho	0.05x

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

123.9 USD

Average target price

128.8 USD

Spread / Average Target

+3.94%

Consensus