| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
09:02:17 |
|
0.134
|
0.144
|
CHF |
| Volume |
400,000
|
65,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.144 | ||||
| Diff. absolute / % | 0.01 | +5.88% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1511784543 |
| Valor | 151178454 |
| Symbol | WVOAHT |
| Strike | 80.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 09/01/2026 |
| Date of maturity | 22/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Implied volatility | 0.22% |
| Leverage | 3.96 |
| Delta | 0.08 |
| Gamma | 0.03 |
| Vega | 0.07 |
| Distance to Strike | 7.70 |
| Distance to Strike in % | 10.65% |
| Average Spread | 4.31% |
| Last Best Bid Price | 0.14 CHF |
| Last Best Ask Price | 0.15 CHF |
| Last Best Bid Volume | 375,000 |
| Last Best Ask Volume | 65,000 |
| Average Buy Volume | 391,722 |
| Average Sell Volume | 65,000 |
| Average Buy Value | 53,378 CHF |
| Average Sell Value | 9,257 CHF |
| Spreads Availability Ratio | 99.97% |
| Quote Availability | 99.97% |