| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
08:02:29 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.210 | ||||
| Diff. absolute / % | -0.09 | -30.71% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1479371416 |
| Valor | 147937141 |
| Symbol | WNEB8T |
| Strike | 77.50 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 04/09/2025 |
| Date of maturity | 22/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Intrinsic value | 0.17 |
| Time value | 0.04 |
| Implied volatility | 0.23% |
| Leverage | 12.29 |
| Delta | 0.64 |
| Gamma | 0.04 |
| Vega | 0.11 |
| Distance to Strike | -3.44 |
| Distance to Strike in % | -4.25% |
| Average Spread | 4.32% |
| Last Best Bid Price | 0.22 CHF |
| Last Best Ask Price | 0.23 CHF |
| Last Best Bid Volume | 250,000 |
| Last Best Ask Volume | 60,000 |
| Average Buy Volume | 230,131 |
| Average Sell Volume | 60,233 |
| Average Buy Value | 51,889 CHF |
| Average Sell Value | 14,220 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |