| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
16:35:17 |
|
0.976
|
0.992
|
CHF |
| Volume |
55,000
|
13,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.054 | ||||
| Diff. absolute / % | -0.08 | -7.21% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1551958759 |
| Valor | 155195875 |
| Symbol | WAEADT |
| 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 | 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 | 0.64% |
| Leverage | 2.86 |
| Delta | 0.64 |
| Gamma | 0.02 |
| Vega | 0.08 |
| Distance to Strike | 0.35 |
| Distance to Strike in % | 1.58% |
| Average Spread | 1.54% |
| Last Best Bid Price | 1.07 CHF |
| Last Best Ask Price | 1.09 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 14,000 |
| Average Buy Volume | 52,532 |
| Average Sell Volume | 14,000 |
| Average Buy Value | 53,091 CHF |
| Average Sell Value | 14,385 CHF |
| Spreads Availability Ratio | 99.67% |
| Quote Availability | 99.67% |