| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.10.26
20:08:28 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
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| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.164 | ||||
| Diff. absolute / % | -0.01 | -0.52% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1527851799 |
| Valor | 152785179 |
| Symbol | WHUA1T |
| Strike | 175.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 06/02/2026 |
| 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 | 1.00 |
| Time value | 0.19 |
| Implied volatility | 0.43% |
| Leverage | 4.55 |
| Delta | -0.70 |
| Gamma | 0.01 |
| Vega | 0.21 |
| Distance to Strike | -20.00 |
| Distance to Strike in % | -12.90% |
| Average Spread | 1.55% |
| Last Best Bid Price | 1.14 CHF |
| Last Best Ask Price | 1.16 CHF |
| Last Best Bid Volume | 45,000 |
| Last Best Ask Volume | 12,000 |
| Average Buy Volume | 52,886 |
| Average Sell Volume | 12,919 |
| Average Buy Value | 52,839 CHF |
| Average Sell Value | 13,128 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |