Market Closed - Swiss Exchange 11:20:00 2024-07-16 am EDT | ||
0.04 CHF | -20.00% |
Current month | -55.56% | ||
1 month | -60.00% |
Comparison chart between the derivative product and it's underlying value
Latest news about SWISS RE LTD
Date | Price | Change |
---|---|---|
24-07-16 | 0.04 | -20.00% |
Delayed Quote Swiss Exchange
Last update July 16, 2024 at 11:20 am EDT
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | SWISS RE LTD |
Issuer | UBS |
0SREIU | |
ISIN | CH1294305847 |
Date issued | 2023-09-11 |
Strike | 120 CHF |
Maturity | 2024-09-20 (66 Days) |
Parity | 15 : 1 |
Emission price | 0.02 CHF |
Emission volume | N/A |
Settlement | physique |
Currency | CHF |
Technical Indicators
Highest since issue | 0.2 CHF |
---|---|
Lowest since issue | 0.03 CHF |
Delta | 0.13x |
Omega | 27.05 |
Premium | 10.12x |
Gearing | 208.48x |
Moneyness | 0.9121 |
Difference Strike | 10.6 CHF |
Difference Strike % | +8.83% |
Spread | 0.01 CHF |
Spread % | 25.00% |
Theoretical value | 0.0350 |
Implied Volatility | 18.06 % |
Total Loss Probability | 88.64 % |
Intrinsic value | 0.000000 |
Present value | 0.0350 |
Break even | 120.53 CHF |
Theta | -0.01x |
Vega | 0.01x |
Rho | 0x |
Company Profile
Consensus: Swiss Re Ltd
- Stock Market
- Warrants
- 0SREIU Warrant