BANK VONTOBEL/CALL/SWISS LIFE HLDG/640/0.02/20.12.24 | Market Closed - Swiss Exchange 11:15:00 2024-05-22 am EDT | ||
| 0.54 CHF | -15.62% |
|
| Current month | +35.00% | ||
| 1 month | +33.33% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
SWISS LIFE HOLDING AG
| Date | Price | Change |
|---|---|---|
| 24-05-22 | 0.54 | -15.62% |
| 24-05-21 | 0.64 | -3.03% |
| 24-05-17 | 0.66 | -5.71% |
| 24-05-16 | 0.7 | +11.11% |
| 24-05-15 | 0.63 | +6.78% |
Delayed Quote Swiss Exchange
Last update May 22, 2024 at 11:15 am EDT
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | SWISS LIFE HOLDING AG |
| Issuer | 
Vontobel
|
| WSLARV | |
| ISIN | CH1274800460 |
| Date issued | 2023-07-25 |
| Strike | 640 CHF |
| Maturity | 2024-12-20 (212 Days) |
| Parity | 50 : 1 |
| Emission price | 0.31 CHF |
| Emission volume | N/A |
| Settlement | physique |
| Currency | CHF |
Technical Indicators
| Highest since issue | 1 CHF |
|---|---|
| Lowest since issue | 0.275 CHF |
| Delta | 0.45x |
| Omega | 10.17 |
| Premium | 8.11x |
| Gearing | 22.45x |
| Moneyness | 0.9647 |
| Difference Strike | 23.6 CHF |
| Difference Strike % | +3.69% |
| Spread | 0.02 CHF |
| Spread % | 3.57% |
| Theoretical value | 0.5500 |
| Implied Volatility | 18.52 % |
| Total Loss Probability | 60.22 % |
| Intrinsic value | 0.000000 |
| Present value | 0.5500 |
| Break even | 667.50 CHF |
| Theta | -0.01x |
| Vega | 0.04x |
| Rho | 0.03x |
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
-
Consensus: Swiss Life Holding AG
Sell
Buy
Mean consensus
HOLD
Number of Analysts
9
Last Close Price
629.2
CHF
Average target price
628.5
CHF
Spread / Average Target
-0.11%
- Stock Market
- Warrants
- WSLARV Warrant