Market Closed - Swiss Exchange 08:50:00 23/05/2024 pm IST | ||
0.03 CHF | -6.25% |
3 months | -57.14% | ||
Current year | -83.33% |
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 |
5SLH2U | |
ISIN | CH1309508021 |
Date issued | 18/12/2023 |
Strike | 500 CHF |
Maturity | 20/09/2024 (97 Days) |
Parity | 100 : 1 |
Emission price | 0.17 CHF |
Emission volume | N/A |
Settlement | Por diferencias |
Currency | CHF |
Technical Indicators
Highest since issue | 0.19 CHF |
---|---|
Lowest since issue | 0.03 CHF |
Delta | -0.07x |
Omega | 12.45 |
Premium | 21.46x |
Gearing | 180.63x |
Moneyness | 0.7909 |
Difference Strike | -132.2 CHF |
Difference Strike % | -26.44% |
Spread | 0.01 CHF |
Spread % | 25.00% |
Theoretical value | 0.0350 |
Implied Volatility | 32.89 % |
Total Loss Probability | 90.57 % |
Intrinsic value | 0.000000 |
Present value | 0.0350 |
Break even | 496.50 CHF |
Theta | -0x |
Vega | 0x |
Rho | -0x |
Company Profile
Consensus: Swiss Life Holding AG
- Stock Market
- Warrants
- 5SLH2U Warrant