| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
16:40:53 |
|
0.296
|
0.302
|
CHF |
| Volume |
180,000
|
30,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.340 | ||||
| Diff. absolute / % | -0.04 | -10.59% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1551958858 |
| Valor | 155195885 |
| Symbol | WAEANT |
| Strike | 30.00 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 | 5.35 |
| Delta | 0.38 |
| Gamma | 0.03 |
| Vega | 0.05 |
| Distance to Strike | 7.85 |
| Distance to Strike in % | 35.44% |
| Average Spread | 2.47% |
| Last Best Bid Price | 0.35 CHF |
| Last Best Ask Price | 0.36 CHF |
| Last Best Bid Volume | 150,000 |
| Last Best Ask Volume | 30,000 |
| Average Buy Volume | 169,054 |
| Average Sell Volume | 30,016 |
| Average Buy Value | 53,219 CHF |
| Average Sell Value | 9,709 CHF |
| Spreads Availability Ratio | 99.06% |
| Quote Availability | 99.06% |