| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
17:47:42 |
|
0.704
|
0.764
|
CHF |
| Volume |
2,000
|
2,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.772 | ||||
| Diff. absolute / % | -0.07 | -8.81% | |||
| Last Price | 0.750 | Volume | 11,000 | |
| Time | 09:49:33 | Date | 24/04/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1551958734 |
| Valor | 155195873 |
| Symbol | WAEABT |
| Strike | 22.50 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 17/04/2026 |
| 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 | 0.69% |
| Leverage | 3.67 |
| Delta | 0.59 |
| Gamma | 0.03 |
| Vega | 0.05 |
| Distance to Strike | 0.60 |
| Distance to Strike in % | 2.74% |
| Average Spread | 2.07% |
| Last Best Bid Price | 0.79 CHF |
| Last Best Ask Price | 0.80 CHF |
| Last Best Bid Volume | 65,000 |
| Last Best Ask Volume | 15,000 |
| Average Buy Volume | 73,001 |
| Average Sell Volume | 15,000 |
| Average Buy Value | 53,048 CHF |
| Average Sell Value | 11,146 CHF |
| Spreads Availability Ratio | 99.71% |
| Quote Availability | 99.71% |