| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
13:07:28 |
|
0.648
|
0.656
|
CHF |
| Volume |
80,000
|
40,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.674 | ||||
| Diff. absolute / % | -0.02 | -3.56% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1546020806 |
| Valor | 154602080 |
| Symbol | WFCAIT |
| Strike | 70.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 26/03/2026 |
| Date of maturity | 22/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Implied volatility | 0.48% |
| Leverage | 5.03 |
| Delta | 0.52 |
| Gamma | 0.01 |
| Vega | 0.18 |
| Distance to Strike | 5.63 |
| Distance to Strike in % | 8.75% |
| Average Spread | 1.07% |
| Last Best Bid Price | 0.66 CHF |
| Last Best Ask Price | 0.66 CHF |
| Last Best Bid Volume | 130,000 |
| Last Best Ask Volume | 130,000 |
| Average Buy Volume | 85,101 |
| Average Sell Volume | 54,477 |
| Average Buy Value | 60,428 CHF |
| Average Sell Value | 38,454 CHF |
| Spreads Availability Ratio | 99.88% |
| Quote Availability | 99.88% |