| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
13:31:41 |
|
0.048
|
0.054
|
CHF |
| Volume |
500,000
|
200,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.057 | ||||
| Diff. absolute / % | -0.01 | -15.79% | |||
| Last Price | 0.044 | Volume | 10,000 | |
| Time | 14:42:52 | Date | 24/07/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1527857838 |
| Valor | 152785783 |
| Symbol | WEFABT |
| Strike | 18.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 09/02/2026 |
| 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 |
| Implied volatility | 0.31% |
| Leverage | 6.26 |
| Delta | 0.18 |
| Gamma | 0.16 |
| Vega | 0.02 |
| Distance to Strike | 1.56 |
| Distance to Strike in % | 9.49% |
| Average Spread | 12.40% |
| Last Best Bid Price | 0.04 CHF |
| Last Best Ask Price | 0.05 CHF |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 500,000 |
| Average Sell Volume | 200,000 |
| Average Buy Value | 22,715 CHF |
| Average Sell Value | 10,286 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |