| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.02.26
22:27:18 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
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| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.100 | ||||
| Diff. absolute / % | -0.01 | -5.66% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1525799768 |
| Valor | 152579976 |
| Symbol | WCRAFT |
| Strike | 80.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/01/2026 |
| Date of maturity | 23/06/2026 |
| Last trading day | 18/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Implied volatility | 0.70% |
| Leverage | 5.13 |
| Delta | 0.42 |
| Gamma | 0.01 |
| Vega | 0.14 |
| Distance to Strike | 15.54 |
| Distance to Strike in % | 24.12% |
| Average Spread | 3.79% |
| Last Best Bid Price | 0.11 CHF |
| Last Best Ask Price | 0.11 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 600,000 |
| Average Buy Volume | 527,640 |
| Average Sell Volume | 492,257 |
| Average Buy Value | 54,710 CHF |
| Average Sell Value | 53,054 CHF |
| Spreads Availability Ratio | 99.25% |
| Quote Availability | 99.25% |