| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
11:43:55 |
|
0.772
|
0.788
|
CHF |
| Volume |
70,000
|
13,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.796 | ||||
| Diff. absolute / % | -0.02 | -2.51% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1527862150 |
| Valor | 152786215 |
| Symbol | WDEAYT |
| Strike | 350.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 10/02/2026 |
| 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 | 0.70 |
| Time value | 0.09 |
| Implied volatility | 0.40% |
| Leverage | 1.76 |
| Delta | -0.49 |
| Gamma | 0.00 |
| Vega | 0.78 |
| Distance to Strike | -69.50 |
| Distance to Strike in % | -24.78% |
| Average Spread | 1.89% |
| Last Best Bid Price | 0.81 CHF |
| Last Best Ask Price | 0.82 CHF |
| Last Best Bid Volume | 65,000 |
| Last Best Ask Volume | 13,000 |
| Average Buy Volume | 66,521 |
| Average Sell Volume | 13,000 |
| Average Buy Value | 52,932 CHF |
| Average Sell Value | 10,549 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |