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% Intraday chart for BANK VONTOBEL/PUT/SWISS LIFE HLDG/560/0.005/21.06.24
1 month-56.52%
3 months-76.74%

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

End-of-day quotes

Static data

Product typeWarrants
Buy / SellPUT
Underlying SWISS LIFE HOLDING AG
IssuerLogo Issuer Vontobel Vontobel
WSLASV
ISINCH1274800502
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
Premium11.68x
Gearing287.09x
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
Vega0x
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

Ratings for Swiss Life Holding AG

Trading Rating
Investor Rating
ESG Refinitiv
B+
More Ratings

Consensus: Swiss Life Holding AG

Sell
Consensus
Buy
Mean consensus
HOLD
Number of Analysts
9
Last Close Price
632.2 CHF
Average target price
630.1 CHF
Spread / Average Target
-0.33%
Consensus
  1. Stock Market
  2. Warrants
  3. WSLASV Warrant