| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
13.11.26
17:30:06 |
|
0.354
|
0.394
|
CHF |
| Volume |
4,500
|
4,500
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.456 | ||||
| Diff. absolute / % | -0.10 | -22.37% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1551958742 |
| Valor | 155195874 |
| Symbol | WAEACT |
| 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 | 22/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Intrinsic value | 0.14 |
| Time value | 0.25 |
| Implied volatility | 0.60% |
| Leverage | 7.42 |
| Delta | 0.63 |
| Gamma | 0.15 |
| Vega | 0.03 |
| Distance to Strike | -0.70 |
| Distance to Strike in % | -3.02% |
| Average Spread | 4.35% |
| Last Best Bid Price | 0.51 CHF |
| Last Best Ask Price | 0.52 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 7,500 |
| Average Buy Volume | 112,652 |
| Average Sell Volume | 7,426 |
| Average Buy Value | 52,603 CHF |
| Average Sell Value | 3,612 CHF |
| Spreads Availability Ratio | 99.91% |
| Quote Availability | 99.91% |