| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
13:14:16 |
|
0.248
|
0.258
|
CHF |
| Volume |
200,000
|
50,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.244 | ||||
| Diff. absolute / % | 0.01 | +4.10% | |||
| Last Price | 0.310 | Volume | 8,800 | |
| Time | 10:24:42 | Date | 02/06/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1525832940 |
| Valor | 152583294 |
| Symbol | WALC0T |
| Strike | 180.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 03/02/2026 |
| 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 | 0.10 |
| Time value | 0.16 |
| Implied volatility | 0.44% |
| Leverage | 4.58 |
| Delta | 0.63 |
| Gamma | 0.01 |
| Vega | 0.49 |
| Distance to Strike | -9.80 |
| Distance to Strike in % | -5.16% |
| Average Spread | 3.71% |
| Last Best Bid Price | 0.23 CHF |
| Last Best Ask Price | 0.24 CHF |
| Last Best Bid Volume | 225,000 |
| Last Best Ask Volume | 55,000 |
| Average Buy Volume | 239,104 |
| Average Sell Volume | 54,623 |
| Average Buy Value | 51,922 CHF |
| Average Sell Value | 12,357 CHF |
| Spreads Availability Ratio | 99.48% |
| Quote Availability | 99.48% |