| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
16:45:34 |
|
0.386
|
0.396
|
CHF |
| Volume |
140,000
|
20,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.446 | ||||
| Diff. absolute / % | -0.05 | -10.31% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1551958817 |
| Valor | 155195881 |
| Symbol | WAEAJT |
| Strike | 27.50 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 | 4.82 |
| Delta | 0.44 |
| Gamma | 0.03 |
| Vega | 0.06 |
| Distance to Strike | 5.35 |
| Distance to Strike in % | 24.15% |
| Average Spread | 2.22% |
| Last Best Bid Price | 0.46 CHF |
| Last Best Ask Price | 0.47 CHF |
| Last Best Bid Volume | 120,000 |
| Last Best Ask Volume | 20,000 |
| Average Buy Volume | 127,243 |
| Average Sell Volume | 20,008 |
| Average Buy Value | 52,765 CHF |
| Average Sell Value | 8,498 CHF |
| Spreads Availability Ratio | 99.75% |
| Quote Availability | 99.75% |