| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
20.02.26
17:20:14 |
|
0.104
|
0.188
|
CHF |
| Volume |
10,000
|
10,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.120 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1527858760 |
| Valor | 152785876 |
| Symbol | WALC6T |
| Strike | 225.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 09/02/2026 |
| Date of maturity | 22/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Intrinsic value | 0.07 |
| Time value | 0.07 |
| Implied volatility | 0.16% |
| Leverage | 10.92 |
| Delta | 0.63 |
| Gamma | 0.02 |
| Vega | 0.66 |
| Distance to Strike | -6.50 |
| Distance to Strike in % | -2.81% |
| Average Spread | 8.69% |
| Last Best Bid Price | 0.11 CHF |
| Last Best Ask Price | 0.12 CHF |
| Last Best Bid Volume | 475,000 |
| Last Best Ask Volume | 225,000 |
| Average Buy Volume | 480,096 |
| Average Sell Volume | 225,000 |
| Average Buy Value | 52,862 CHF |
| Average Sell Value | 27,067 CHF |
| Spreads Availability Ratio | 99.44% |
| Quote Availability | 99.44% |