| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
08:02:11 |
|
0.087
|
0.105
|
CHF |
| Volume |
20,000
|
20,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.104 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1527859446 |
| Valor | 152785944 |
| Symbol | WSFBFT |
| Strike | 125.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 50.00 |
| 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 | 0.23% |
| Leverage | 8.88 |
| Delta | -0.32 |
| Gamma | 0.02 |
| Vega | 0.33 |
| Distance to Strike | 8.00 |
| Distance to Strike in % | 6.02% |
| Average Spread | 5.64% |
| Last Best Bid Price | 0.10 CHF |
| Last Best Ask Price | 0.10 CHF |
| Last Best Bid Volume | 550,000 |
| Last Best Ask Volume | 95,000 |
| Average Buy Volume | 504,660 |
| Average Sell Volume | 89,870 |
| Average Buy Value | 52,239 CHF |
| Average Sell Value | 9,837 CHF |
| Spreads Availability Ratio | 99.95% |
| Quote Availability | 99.95% |