| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
10:02:10 |
|
0.070
|
0.078
|
CHF |
| Volume |
500,000
|
300,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.064 | ||||
| Diff. absolute / % | 0.01 | +9.38% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1525794363 |
| Valor | 152579436 |
| Symbol | WINBYT |
| Strike | 50.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/01/2026 |
| Date of maturity | 22/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Implied volatility | 0.71% |
| Leverage | 5.66 |
| Delta | -0.04 |
| Gamma | 0.00 |
| Vega | 0.05 |
| Distance to Strike | 40.07 |
| Distance to Strike in % | 44.49% |
| Average Spread | 9.02% |
| Last Best Bid Price | 0.07 CHF |
| Last Best Ask Price | 0.07 CHF |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 400,000 |
| Average Buy Volume | 500,000 |
| Average Sell Volume | 301,321 |
| Average Buy Value | 31,297 CHF |
| Average Sell Value | 20,682 CHF |
| Spreads Availability Ratio | 99.98% |
| Quote Availability | 99.98% |