| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
13:02:00 |
|
0.080
|
0.086
|
CHF |
| Volume |
500,000
|
300,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.087 | ||||
| Diff. absolute / % | -0.01 | -11.49% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1551957496 |
| Valor | 155195749 |
| Symbol | WALEST |
| Strike | 200.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 17/04/2026 |
| Date of maturity | 23/03/2027 |
| Last trading day | 19/03/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Implied volatility | 0.18% |
| Leverage | 8.91 |
| Delta | -0.33 |
| Gamma | 0.01 |
| Vega | 0.65 |
| Distance to Strike | 10.50 |
| Distance to Strike in % | 4.99% |
| Average Spread | 7.41% |
| Last Best Bid Price | 0.08 CHF |
| Last Best Ask Price | 0.09 CHF |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 300,000 |
| Average Buy Volume | 500,000 |
| Average Sell Volume | 300,000 |
| Average Buy Value | 39,082 CHF |
| Average Sell Value | 25,252 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |