| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
07:45:52 |
|
1.742
|
1.770
|
CHF |
| Volume |
3,250
|
3,250
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.382 | ||||
| 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 | CH1537211075 |
| Valor | 153721107 |
| Symbol | WFCABT |
| Strike | 60.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 24/03/2026 |
| Date of maturity | 23/03/2027 |
| Last trading day | 19/03/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Intrinsic value | 1.58 |
| Time value | 0.13 |
| Implied volatility | 0.18% |
| Leverage | 3.66 |
| Delta | 0.82 |
| Gamma | 0.01 |
| Vega | 0.15 |
| Distance to Strike | -15.78 |
| Distance to Strike in % | -20.82% |
| Average Spread | 0.91% |
| Last Best Bid Price | 1.27 CHF |
| Last Best Ask Price | 1.28 CHF |
| Last Best Bid Volume | 85,000 |
| Last Best Ask Volume | 85,000 |
| Average Buy Volume | 56,557 |
| Average Sell Volume | 54,390 |
| Average Buy Value | 68,110 CHF |
| Average Sell Value | 66,027 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |