| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
31.01.26
22:52:19 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.204 | ||||
| Diff. absolute / % | -0.01 | -2.86% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1525802810 |
| Valor | 152580281 |
| Symbol | WBCA0T |
| Strike | 90.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 23/01/2026 |
| 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 | 0.23% |
| Leverage | 6.13 |
| Delta | -0.23 |
| Gamma | 0.02 |
| Vega | 0.29 |
| Distance to Strike | 14.10 |
| Distance to Strike in % | 13.54% |
| Average Spread | 3.75% |
| Last Best Bid Price | 0.21 CHF |
| Last Best Ask Price | 0.21 CHF |
| Last Best Bid Volume | 250,000 |
| Last Best Ask Volume | 65,000 |
| Average Buy Volume | 251,044 |
| Average Sell Volume | 65,000 |
| Average Buy Value | 52,531 CHF |
| Average Sell Value | 14,124 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |