Real-time Bid/Ask 03:09:00 29/05/2024 pm IST | ||
0.05 CHF / 0.06 CHF | -8.33% |
Current month | -57.14% | ||
1 month | -64.71% |
Comparison chart between the derivative product and it's underlying value
Latest news about SWISS LIFE HOLDING AG
Static data
Product type | Warrants |
---|---|
Buy / Sell | PUT |
Underlying | SWISS LIFE HOLDING AG |
Issuer | UBS |
5SLH5U | |
ISIN | CH1309507569 |
Date issued | 18/12/2023 |
Strike | 550 CHF |
Maturity | 20/09/2024 (115 Days) |
Parity | 100 : 1 |
Emission price | 0.31 CHF |
Emission volume | N/A |
Settlement | Por diferencias |
Currency | CHF |
Technical Indicators
Highest since issue | 0.36 CHF |
---|---|
Lowest since issue | 0.06 CHF |
Delta | -0.13x |
Omega | 14.77 |
Premium | 13.24x |
Gearing | 114.11x |
Moneyness | 0.8764 |
Difference Strike | -77.7 CHF |
Difference Strike % | -14.13% |
Spread | 0.01 CHF |
Spread % | 16.67% |
Theoretical value | 0.0550 |
Implied Volatility | 22.94 % |
Total Loss Probability | 84.19 % |
Intrinsic value | 0.000000 |
Present value | 0.0550 |
Break even | 544.50 CHF |
Theta | -0x |
Vega | 0.01x |
Rho | -0x |
Company Profile
Consensus: Swiss Life Holding AG
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- Warrants
- 5SLH5U Warrant