Market Closed - Swiss Exchange 11:20:00 2024-06-17 am EDT | ||
1.05 CHF | +2.94% |
Current month | +10.53% | ||
1 month | +9.38% |
Comparison chart between the derivative product and it's underlying value
Latest news about SWISS LIFE HOLDING AG
Date | Price | Change |
---|---|---|
24-06-17 | 1.05 | +2.94% |
24-06-14 | 1.02 | -0.97% |
24-06-12 | 1.03 | +5.10% |
24-06-11 | 0.98 | -2.97% |
Delayed Quote Swiss Exchange
Last update June 17, 2024 at 11:20 am EDT
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | SWISS LIFE HOLDING AG |
Issuer | UBS |
0SLHVU | |
ISIN | CH1261079672 |
Date issued | 2023-07-10 |
Strike | 560 CHF |
Maturity | 2025-06-20 (368 Days) |
Parity | 100 : 1 |
Emission price | 0.38 CHF |
Emission volume | N/A |
Settlement | physique |
Currency | CHF |
Technical Indicators
Highest since issue | 1.14 CHF |
---|---|
Lowest since issue | 0.39 CHF |
Delta | 0.68x |
Omega | 4.091 |
Premium | 4.45x |
Gearing | 6.02x |
Moneyness | 1.139 |
Difference Strike | -77.6 CHF |
Difference Strike % | -13.86% |
Spread | 0.02 CHF |
Spread % | 1.87% |
Theoretical value | 1.060 |
Implied Volatility | 31.44 % |
Total Loss Probability | 45.35 % |
Intrinsic value | 0.7760 |
Present value | 0.2840 |
Break even | 666.00 CHF |
Theta | -0x |
Vega | 0.02x |
Rho | 0.02x |
Company Profile
Consensus: Swiss Life Holding AG
- Stock Market
- Warrants
- 0SLHVU Warrant