Market Closed - Swiss Exchange 11:15:01 2024-07-16 am EDT | ||
0.41 CHF | -16.33% |
Current month | -22.64% | ||
1 month | -16.33% |
Comparison chart between the derivative product and it's underlying value
Latest news about SWISS RE LTD
Date | Price | Change |
---|---|---|
24-07-16 | 0.41 | -16.33% |
24-07-15 | 0.49 | +2.08% |
24-07-09 | 0.48 | +2.13% |
24-07-08 | 0.47 | +23.68% |
Delayed Quote Swiss Exchange
Last update July 16, 2024 at 11:15 am EDT
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | SWISS RE LTD |
Issuer | ZKB |
SRE3JZ | |
ISIN | CH1281046636 |
Date issued | 2023-12-04 |
Strike | 105 CHF |
Maturity | 2025-01-06 (174 Days) |
Parity | 20 : 1 |
Emission price | 0.23 CHF |
Emission volume | N/A |
Settlement | les deux |
Currency | CHF |
Technical Indicators
Highest since issue | 0.67 CHF |
---|---|
Lowest since issue | 0.14 CHF |
Delta | 0.66x |
Omega | 8.321 |
Premium | 3.93x |
Gearing | 12.57x |
Moneyness | 1.042 |
Difference Strike | -4.4 CHF |
Difference Strike % | -4.19% |
Spread | 0.01 CHF |
Spread % | 2.27% |
Theoretical value | 0.4350 |
Implied Volatility | 19.74 % |
Total Loss Probability | 38.92 % |
Intrinsic value | 0.2200 |
Present value | 0.2150 |
Break even | 113.70 CHF |
Theta | -0.01x |
Vega | 0.01x |
Rho | 0.02x |
Company Profile
Consensus: Swiss Re Ltd
- Stock Market
- Warrants
- SRE3JZ Warrant