Market Closed - Swiss Exchange 11:20:00 2024-07-16 am EDT | ||
0.77 CHF | -6.10% |
Current month | -10.47% | ||
1 month | -3.75% |
Comparison chart between the derivative product and it's underlying value
Latest news about SWISS RE LTD
Date | Price | Change |
---|---|---|
24-07-16 | 0.77 | -6.10% |
24-07-15 | 0.82 | +1.23% |
24-07-09 | 0.81 | +1.25% |
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 | ZKB |
SREVLZ | |
ISIN | CH1338496685 |
Date issued | 2024-05-03 |
Strike | 100 CHF |
Maturity | 2026-01-05 (538 Days) |
Parity | 20 : 1 |
Emission price | 0.52 CHF |
Emission volume | N/A |
Settlement | les deux |
Currency | CHF |
Technical Indicators
Highest since issue | 1 CHF |
---|---|
Lowest since issue | 0.53 CHF |
Delta | 0.63x |
Omega | 4.496 |
Premium | 5.39x |
Gearing | 7.15x |
Moneyness | 1.094 |
Difference Strike | -9.4 CHF |
Difference Strike % | -9.40% |
Spread | 0.01 CHF |
Spread % | 1.30% |
Theoretical value | 0.7650 |
Implied Volatility | 24.75 % |
Total Loss Probability | 50.11 % |
Intrinsic value | 0.4700 |
Present value | 0.2950 |
Break even | 115.30 CHF |
Theta | -0x |
Vega | 0.02x |
Rho | 0.03x |
Company Profile
Consensus: Swiss Re Ltd
- Stock Market
- Warrants
- SREVLZ Warrant