UBS/CALL/SWISS LIFE HLDG/750.005/0.02/21.06.24

UBS/CALL/SWISS LIFE HLDG/750.005/0.02/21.06.24 Share Price

Warrant

CSLHTU

CH1147776269

Market Closed - Bid/Ask 08:50:00 12/09/2023 pm IST			After market 08:45:00 pm
0.07 ^CHF	+16.67%		0.055	-21.43%

6 months

-41.67%

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

End-of-day quotes

Chart SWISS LIFE HOLDING AG

Chart UBS/CALL/SWISS LIFE HLDG/750.005/0.02/21.06.24

Latest news about SWISS LIFE HOLDING AG

Swiss Life : Results and reports (Swiss Life Group Media Release 3M24 en)	23/05	PU
Swiss Equities Tumble as UK Inflation Data Dampens June Rate Cut Hopes	22/05	MT
Swiss Life: at half-mast after quarterly update	22/05	CF
British inflation jitters weigh on European stocks	22/05	RE

More news

Static data

Product type	Warrants
Buy / Sell	CALL
Underlying	SWISS LIFE HOLDING AG
Issuer	UBS
	CSLHTU
ISIN	CH1147776269
Date issued	16/12/2021
Strike	750 CHF
Maturity	21/06/2024 (18 Days)
Parity	50 : 1
Emission price	0.24 CHF
Emission volume	N/A
Settlement	physique
Currency	CHF

Technical Indicators

Highest since issue	0.54 CHF
Lowest since issue	0.04 CHF
Delta	0.08x
Omega	18.64
Premium	20.33x
Gearing	227.49x
Moneyness	0.8341
Difference Strike	124.4 CHF
Difference Strike %	+16.59%
Spread	0.09 CHF
Spread %	90.00%
Theoretical value	0.0550
Implied Volatility	55.89 %
Total Loss Probability	93.54 %
Intrinsic value	0.000000
Present value	0.0550
Break even	752.76 CHF
Theta	-0.04x
Vega	0x
Rho	0x

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