| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
16:40:53 |
|
0.514
|
0.524
|
CHF |
| Volume |
100,000
|
17,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.582 | ||||
| Diff. absolute / % | -0.05 | -9.28% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1551958775 |
| Valor | 155195877 |
| Symbol | WAEAFT |
| Strike | 25.00 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 | 4.19 |
| Delta | 0.52 |
| Gamma | 0.03 |
| Vega | 0.06 |
| Distance to Strike | 2.85 |
| Distance to Strike in % | 12.87% |
| Average Spread | 2.16% |
| Last Best Bid Price | 0.60 CHF |
| Last Best Ask Price | 0.61 CHF |
| Last Best Bid Volume | 90,000 |
| Last Best Ask Volume | 18,000 |
| Average Buy Volume | 97,243 |
| Average Sell Volume | 19,396 |
| Average Buy Value | 53,391 CHF |
| Average Sell Value | 10,881 CHF |
| Spreads Availability Ratio | 99.79% |
| Quote Availability | 99.79% |