Market Closed - Swiss Exchange 11:20:00 2024-06-27 EDT | ||
1.11 CHF | +2.78% |
Current month | +30.59% | ||
1 month | +21.98% |
Comparison chart between the derivative product and it's underlying value
Latest news about SWISS LIFE HOLDING AG
Date | Price | Change |
---|---|---|
24-06-27 | 1.11 | +2.78% |
24-06-25 | 1.08 | -0.92% |
24-06-21 | 1.09 | +0.93% |
24-06-20 | 1.08 | +3.85% |
24-06-18 | 1.04 | +7.22% |
Delayed Quote Swiss Exchange
Last update June 27, 2024 at 11:20 am
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | SWISS LIFE HOLDING AG |
Issuer | Vontobel |
WSLABV | |
ISIN | CH1274765960 |
Date issued | 2023-07-04 |
Strike | 560 CHF |
Maturity | 2024-12-20 (176 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 | 0.86x |
Omega | 5.083 |
Premium | 1.9x |
Gearing | 5.91x |
Moneyness | 1.177 |
Difference Strike | -98.4 CHF |
Difference Strike % | -17.57% |
Spread | 0.01 CHF |
Spread % | 0.89% |
Theoretical value | 1.115 |
Implied Volatility | 24.55 % |
Total Loss Probability | 18.13 % |
Intrinsic value | 0.9900 |
Present value | 0.1250 |
Break even | 671.50 CHF |
Theta | -0.01x |
Vega | 0.01x |
Rho | 0.02x |
Company Profile
Consensus: Swiss Life Holding AG
- Stock Market
- Warrants
- WSLABV Warrant