UBS/PUT/SWISS LIFE HLDG/500.001/0.01/20.09.24 Stock

Warrant

5SLH2U

CH1309508021

Market Closed - Bid/Ask 11:20:00 2024-05-23 am EDT After market 11:39:03 am
0.03 CHF -6.25% Intraday chart for UBS/PUT/SWISS LIFE HLDG/500.001/0.01/20.09.24 0.035 +16.67%
3 months-57.14%
Current year-83.33%

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
Issuer UBS
5SLH2U
ISINCH1309508021
Date issued 2023-12-18
Strike 500 CHF
Maturity 2024-09-20 (94 Days)
Parity 100 : 1
Emission price 0.17 CHF
Emission volume N/A
Settlement règlement en espèces
Currency CHF

Technical Indicators

Highest since issue 0.19 CHF
Lowest since issue 0.03 CHF
Delta-0.06x
Omega 11.74
Premium23.31x
Gearing184.97x
Moneyness 0.7723
Difference Strike -147.4 CHF
Difference Strike %-29.48%
Spread 0.03 CHF
Spread %60.00%
Theoretical value 0.0350
Implied Volatility 35.97 %
Total Loss Probability 91.06 %
Intrinsic value 0.000000
Present value 0.0350
Break even 496.50 CHF
Theta-0.01x
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
647.4 CHF
Average target price
630.1 CHF
Spread / Average Target
-2.67%
Consensus
  1. Stock Market
  2. Warrants
  3. 5SLH2U Warrant