Real-time Bid/Ask 11:17:46 29/05/2024 BST | ||
0.86 CHF / 0.87 CHF | -3.89% |
Current month | +36.36% | ||
1 month | +36.36% |
Comparison chart between the derivative product and it's underlying value
Latest news about SWISS LIFE HOLDING AG
Date | Price | Change |
---|---|---|
28/05/24 | 0.9 | -1.10% |
27/05/24 | 0.91 | +2.25% |
24/05/24 | 0.89 | +4.71% |
23/05/24 | 0.85 | +6.25% |
Delayed Quote Swiss Exchange
Last update May 28, 2024 at 04:20 pm
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | SWISS LIFE HOLDING AG |
Issuer | Vontobel |
WSLABV | |
ISIN | CH1274765960 |
Date issued | 04/07/2023 |
Strike | 560 CHF |
Maturity | 20/12/2024 (206 Days) |
Parity | 100 : 1 |
Emission price | 0.32 CHF |
Emission volume | N/A |
Settlement | physique |
Currency | CHF |
Technical Indicators
Highest since issue | 1.11 CHF |
---|---|
Lowest since issue | 0.29 CHF |
Delta | 0.79x |
Omega | 5.766 |
Premium | 2.91x |
Gearing | 7.26x |
Moneyness | 1.122 |
Difference Strike | -68.5 CHF |
Difference Strike % | -12.23% |
Spread | 0.01 CHF |
Spread % | 1.15% |
Theoretical value | 0.8650 |
Implied Volatility | 22.44 % |
Total Loss Probability | 25.69 % |
Intrinsic value | 0.6820 |
Present value | 0.1830 |
Break even | 646.50 CHF |
Theta | -0.01x |
Vega | 0.01x |
Rho | 0.02x |
Company Profile
Consensus: Swiss Life Holding AG
- Stock Market
- Warrants
- WSLABV Warrant