BNP/PUT/SWISS LIFE HLDG/650/0.01/20.12.24

BNP/PUT/SWISS LIFE HLDG/650/0.01/20.12.24 Share Price

DE000PC21YT5

Market Closed - Boerse Frankfurt Warrants 15:21:07 26/06/2024 BST
0.32 ^EUR	-3.03%

Current month	-33.33%
1 month	-28.89%

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

End-of-day quotes

Chart SWISS LIFE HOLDING AG

Chart BNP/PUT/SWISS LIFE HLDG/650/0.01/20.12.24

Latest news about SWISS LIFE HOLDING AG

Swiss Life REF (CH) ESG Swiss Properties Plans CHF610 Million Capital Increase	06-19	MT
Swiss Life appoints new Chairman of the Management Board	06-10	CF
Swiss Life : Results and reports (Swiss Life Group Media Release 3M24 en)	05-23	PU
Swiss Equities Tumble as UK Inflation Data Dampens June Rate Cut Hopes	05-22	MT

More news

Quotes 5-day view

Date	Price	Change
26/06/24	0.32	-3.03%
25/06/24	0.33	+3.13%
24/06/24	0.32	-3.03%
21/06/24	0.33	0.00%
20/06/24	0.33	-8.33%

Real-time Boerse Frankfurt Warrants

Last update June 26, 2024 at 03:21 pm

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Static data

Product type	Warrants
Buy / Sell	PUT
Underlying	SWISS LIFE HOLDING AG
Issuer	BNP Paribas
WKN	PC21YT
ISIN	DE000PC21YT5
Date issued	05/01/2024
Strike	650 CHF
Maturity	20/12/2024 (177 Days)
Parity	100 : 1
Emission price	1.02 €
Emission volume	N/A
Settlement	règlement en espèces
Currency	EUR

Technical Indicators

Highest since issue	1.17 €
Lowest since issue	0.31 €
Delta	-0.44x
Omega	8.858
Premium	5.52x
Gearing	20.36x
Moneyness	0.9939
Difference Strike	-4 CHF
Difference Strike %	-0.62%
Spread	0.01 €
Spread %	2.94%
Theoretical value	0.3350
Implied Volatility	20.08 %
Total Loss Probability	50.94 %
Intrinsic value	0.000000
Present value	0.3350
Break even	617.87 €
Theta	-0.01x
Vega	0.02x
Rho	-0.02x

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