| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
13:05:04 |
|
0.560
|
0.570
|
CHF |
| Volume |
95,000
|
14,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.578 | ||||
| Diff. absolute / % | -0.03 | -4.84% | |||
| 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 |
| Implied volatility | 0.63% |
| Leverage | 3.04 |
| Delta | 0.41 |
| Gamma | 0.07 |
| Vega | 0.06 |
| Distance to Strike | 2.00 |
| Distance to Strike in % | 9.76% |
| Average Spread | 2.02% |
| Last Best Bid Price | 0.56 CHF |
| Last Best Ask Price | 0.58 CHF |
| Last Best Bid Volume | 95,000 |
| Last Best Ask Volume | 14,000 |
| Average Buy Volume | 98,998 |
| Average Sell Volume | 15,028 |
| Average Buy Value | 53,705 CHF |
| Average Sell Value | 8,316 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |