| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
10:25:29 |
|
0.276
|
0.282
|
CHF |
| Volume |
190,000
|
50,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.292 | ||||
| Diff. absolute / % | -0.02 | -5.48% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1551980308 |
| Valor | 155198030 |
| Symbol | WRDBDT |
| Strike | 50.00 EUR |
| Type | Warrants |
| Type | Bear |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 27/04/2026 |
| 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 | 0.66% |
| Leverage | 2.39 |
| Delta | -0.21 |
| Gamma | 0.01 |
| Vega | 0.15 |
| Distance to Strike | 13.90 |
| Distance to Strike in % | 21.75% |
| Average Spread | 2.05% |
| Last Best Bid Price | 0.29 CHF |
| Last Best Ask Price | 0.29 CHF |
| Last Best Bid Volume | 190,000 |
| Last Best Ask Volume | 55,000 |
| Average Buy Volume | 185,034 |
| Average Sell Volume | 55,000 |
| Average Buy Value | 53,598 CHF |
| Average Sell Value | 16,269 CHF |
| Spreads Availability Ratio | 99.89% |
| Quote Availability | 99.89% |