BANK VONTOBEL/CALL/SWISS LIFE HLDG/640/0.02/20.09.24 Share Price

Warrant

WSLAXV

CH1313024379

Real-time Bid/Ask 14:05:58 22/05/2024 BST
0.325 CHF / 0.34 CHF -25.17% Intraday chart for BANK VONTOBEL/CALL/SWISS LIFE HLDG/640/0.02/20.09.24
Current month+78.00%
1 month+93.48%

Comparison chart between the derivative product and it's underlying value

End-of-day quotes
Date Price Change
21/05/24 0.445 -5.32%
17/05/24 0.47 -9.62%
16/05/24 0.52 +18.18%
15/05/24 0.44 +3.53%

Delayed Quote Swiss Exchange

Last update May 21, 2024 at 04:20 pm

More quotes

Static data

Product typeWarrants
Buy / SellCALL
Underlying SWISS LIFE HOLDING AG
IssuerLogo Issuer Vontobel Vontobel
WSLAXV
ISINCH1313024379
Date issued 30/01/2024
Strike 640 CHF
Maturity 20/09/2024 (121 Days)
Parity 50 : 1
Emission price 0.35 CHF
Emission volume N/A
Settlement physique
Currency CHF

Technical Indicators

Highest since issue 0.84 CHF
Lowest since issue 0.214 CHF
Delta0.39x
Omega 14.64
Premium6.66x
Gearing37.58x
Moneyness 0.9616
Difference Strike 24.2 CHF
Difference Strike %+3.78%
Spread 0.015 CHF
Spread %4.48%
Theoretical value 0.3375
Implied Volatility 17.87 %
Total Loss Probability 64.22 %
Intrinsic value 0.000000
Present value 0.3375
Break even 656.88 CHF
Theta-0.02x
Vega0.03x
Rho0.02x

Company Profile

Swiss Life Holding AG is the leading Swiss life insurance company. Net earned premiums breaks down by activity as follows: - life insurance (97.3%); - non-life insurance (2.7%): primarily accident, home insurance, etc. Net earned premiums breaks down geographically as follows: Switzerland (67.7%), France (24.8%), Germany (6.8%) and other (0.7%).
Sector
-
More about the company

Ratings for Swiss Life Holding AG

Trading Rating
Investor Rating
ESG Refinitiv
B+
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Consensus: Swiss Life Holding AG

Sell
Consensus
Buy
Mean consensus
HOLD
Number of Analysts
9
Last Close Price
629.2 CHF
Average target price
628.5 CHF
Spread / Average Target
-0.11%
Consensus
  1. Stock Market
  2. Warrants
  3. WSLAXV Warrant