| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
09:17:46 |
|
0.095
|
0.115
|
CHF |
| Volume |
500,000
|
65,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.117 | ||||
| Diff. absolute / % | -0.02 | -18.80% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1527868587 |
| Valor | 152786858 |
| Symbol | WIDAUT |
| Strike | 3.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 1.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 12/02/2026 |
| 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 |
| Implied volatility | 1.15% |
| Leverage | 2.53 |
| Delta | -0.04 |
| Gamma | 0.03 |
| Vega | 0.00 |
| Distance to Strike | 2.89 |
| Distance to Strike in % | 49.07% |
| Average Spread | 17.12% |
| Last Best Bid Price | 0.10 CHF |
| Last Best Ask Price | 0.12 CHF |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 65,000 |
| Average Buy Volume | 492,994 |
| Average Sell Volume | 50,172 |
| Average Buy Value | 52,716 CHF |
| Average Sell Value | 6,321 CHF |
| Spreads Availability Ratio | 98.90% |
| Quote Availability | 98.90% |