Market Closed - Swiss Exchange 16:20:00 22/05/2024 BST | ||
0.79 CHF | -10.23% |
Current month | +29.51% | ||
1 month | +31.67% |
Comparison chart between the derivative product and it's underlying value
Date | Price | Change |
---|---|---|
22/05/24 | 0.79 | -10.23% |
17/05/24 | 0.88 | -11.11% |
16/05/24 | 0.99 | +11.24% |
15/05/24 | 0.89 | +2.30% |
Delayed Quote Swiss Exchange
Last update May 22, 2024 at 04:20 pm
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | SWISS LIFE HOLDING AG |
Issuer | Vontobel |
WSLAKV | |
ISIN | CH1312988640 |
Date issued | 09/01/2024 |
Strike | 640 CHF |
Maturity | 20/06/2025 (394 Days) |
Parity | 50 : 1 |
Emission price | 0.53 CHF |
Emission volume | N/A |
Settlement | physique |
Currency | CHF |
Technical Indicators
Highest since issue | 1.21 CHF |
---|---|
Lowest since issue | 0.485 CHF |
Delta | 0.42x |
Omega | 6.665 |
Premium | 9.98x |
Gearing | 15.83x |
Moneyness | 0.9647 |
Difference Strike | 23.6 CHF |
Difference Strike % | +3.69% |
Spread | 0.02 CHF |
Spread % | 2.53% |
Theoretical value | 0.7800 |
Implied Volatility | 22.88 % |
Total Loss Probability | 67.42 % |
Intrinsic value | 0.000000 |
Present value | 0.7800 |
Break even | 679.00 CHF |
Theta | -0.01x |
Vega | 0.05x |
Rho | 0.04x |
Company Profile
Consensus: Swiss Life Holding AG
- Stock Market
- Warrants
- WSLAKV Warrant