Market Closed - Swiss Exchange 11:20:00 2024-05-15 EDT | ||
0.355 CHF | +2.90% |
Current month | +61.36% | ||
1 month | +44.31% |
Comparison chart between the derivative product and it's underlying value
Latest news about SWISS LIFE HOLDING AG
Date | Price | Change |
---|---|---|
24-05-15 | 0.355 | +2.90% |
24-05-14 | 0.345 | +4.55% |
24-05-10 | 0.33 | +20.00% |
24-05-07 | 0.275 | +16.53% |
Delayed Quote Swiss Exchange
Last update May 15, 2024 at 11:20 am
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | SWISS LIFE HOLDING AG |
Issuer | Vontobel |
WSLAFV | |
ISIN | CH1290675763 |
Date issued | 2023-10-18 |
Strike | 680 CHF |
Maturity | 2024-12-20 (219 Days) |
Parity | 50 : 1 |
Emission price | 0.32 CHF |
Emission volume | N/A |
Settlement | Por entregas |
Currency | CHF |
Technical Indicators
Highest since issue | 0.61 CHF |
---|---|
Lowest since issue | 0.174 CHF |
Delta | 0.33x |
Omega | 11.96 |
Premium | 6.65x |
Gearing | 36.12x |
Moneyness | 0.9626 |
Difference Strike | 25.4 CHF |
Difference Strike % | +3.74% |
Spread | 0.015 CHF |
Spread % | 4.05% |
Theoretical value | 0.3625 |
Implied Volatility | 18.26 % |
Total Loss Probability | 73.79 % |
Intrinsic value | 0.000000 |
Present value | 0.3625 |
Break even | 698.13 CHF |
Theta | -0.01x |
Vega | 0.04x |
Rho | 0.02x |
Company Profile
Consensus: Swiss Life Holding AG
- Stock Market
- Warrants
- WSLAFV Warrant