| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
23.10.26
22:15:03 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.646 | ||||
| Diff. absolute / % | -0.04 | -2.19% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1546016010 |
| Valor | 154601601 |
| Symbol | WHOGJT |
| Strike | 90.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 25/03/2026 |
| 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 | 0.56 |
| Time value | 1.06 |
| Implied volatility | 0.53% |
| Leverage | 3.87 |
| Delta | 0.66 |
| Gamma | 0.01 |
| Vega | 0.22 |
| Distance to Strike | -5.62 |
| Distance to Strike in % | -5.88% |
| Average Spread | 0.97% |
| Last Best Bid Price | 1.66 CHF |
| Last Best Ask Price | 1.67 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 84,853 |
| Average Sell Volume | 84,085 |
| Average Buy Value | 143,797 CHF |
| Average Sell Value | 143,881 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |