BANK VONTOBEL/PUT/SWISS LIFE HLDG/560/0.005/21.06.24

BANK VONTOBEL/PUT/SWISS LIFE HLDG/560/0.005/21.06.24 Stock

Warrant

WSLASV

CH1274800502

Market Closed - Swiss Exchange 11:20:00 2024-05-10 am EDT
0.02 ^CHF	-16.67%

1 month	-56.52%
3 months	-76.74%

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

End-of-day quotes

Chart SWISS LIFE HOLDING AG

Chart BANK VONTOBEL/PUT/SWISS LIFE HLDG/560/0.005/21.06.24

Latest news about SWISS LIFE HOLDING AG

Swiss Life appoints new Chairman of the Management Board	Jun. 10	CF
Swiss Life : Results and reports (Swiss Life Group Media Release 3M24 en)	May. 23	PU
Swiss Equities Tumble as UK Inflation Data Dampens June Rate Cut Hopes	May. 22	MT
Swiss Life: at half-mast after quarterly update	May. 22	CF

More news

Static data

Product type	Warrants
Buy / Sell	PUT
Underlying	SWISS LIFE HOLDING AG
Issuer	Vontobel
	WSLASV
ISIN	CH1274800502
Date issued	2023-07-25
Strike	560 CHF
Maturity	2024-06-21 (6 Days)
Parity	200 : 1
Emission price	0.29 CHF
Emission volume	N/A
Settlement	Por entregas
Currency	CHF

Technical Indicators

Highest since issue	0.32 CHF
Lowest since issue	0.02 CHF
Delta	-0.08x
Omega	23.61
Premium	11.68x
Gearing	287.09x
Moneyness	0.8866
Difference Strike	-72.2 CHF
Difference Strike %	-12.89%
Spread	0.018 CHF
Spread %	90.00%
Theoretical value	0.0110
Implied Volatility	64.73 %
Total Loss Probability	90.33 %
Intrinsic value	0.000000
Present value	0.0110
Break even	557.80 CHF
Theta	-0.02x
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