| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
18.02.26
16:19:33 |
|
0.622
|
0.632
|
CHF |
| Volume |
85,000
|
20,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.658 | ||||
| Diff. absolute / % | -0.04 | -6.38% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1525798745 |
| Valor | 152579874 |
| Symbol | WRDAHT |
| Strike | 70.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| 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 | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Intrinsic value | 0.02 |
| Time value | 0.63 |
| Implied volatility | 0.49% |
| Leverage | 3.34 |
| Delta | 0.61 |
| Gamma | 0.01 |
| Vega | 0.25 |
| Distance to Strike | -0.30 |
| Distance to Strike in % | -0.43% |
| Average Spread | 1.45% |
| Last Best Bid Price | 0.66 CHF |
| Last Best Ask Price | 0.67 CHF |
| Last Best Bid Volume | 80,000 |
| Last Best Ask Volume | 20,000 |
| Average Buy Volume | 77,518 |
| Average Sell Volume | 20,000 |
| Average Buy Value | 53,097 CHF |
| Average Sell Value | 13,906 CHF |
| Spreads Availability Ratio | 99.78% |
| Quote Availability | 99.78% |