Real-time Bid/Ask 04:18:32 22/05/2024 pm IST | ||
0.8 CHF / 0.82 CHF | -7.95% |
Current month | +44.26% | ||
1 month | +51.72% |
Comparison chart between the derivative product and it's underlying value
Latest news about SWISS LIFE HOLDING AG
Date | Price | Change |
---|---|---|
17/24/17 | 0.88 | -11.11% |
16/24/16 | 0.99 | +11.24% |
15/24/15 | 0.89 | +2.30% |
Delayed Quote Swiss Exchange
Last update May 17, 2024 at 08:50 pm IST
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 (395 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 | 0.44x |
Omega | 6.527 |
Premium | 9.57x |
Gearing | 14.99x |
Moneyness | 0.9719 |
Difference Strike | 21 CHF |
Difference Strike % | +3.28% |
Spread | 0.02 CHF |
Spread % | 2.38% |
Theoretical value | 0.8300 |
Implied Volatility | 23.07 % |
Total Loss Probability | 66.17 % |
Intrinsic value | 0.000000 |
Present value | 0.8300 |
Break even | 681.50 CHF |
Theta | -0.01x |
Vega | 0.05x |
Rho | 0.04x |
Company Profile
Consensus: Swiss Life Holding AG
- Stock Market
- Warrants
- WSLAKV Warrant