| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
13.11.26
22:15:02 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.806 | ||||
| Diff. absolute / % | -0.13 | -16.13% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1551980647 |
| Valor | 155198064 |
| Symbol | WAEA0T |
| Strike | 20.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 27/04/2026 |
| Date of maturity | 22/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Intrinsic value | 0.64 |
| Time value | 0.09 |
| Implied volatility | 0.65% |
| Leverage | 5.81 |
| Delta | 0.92 |
| Gamma | 0.06 |
| Vega | 0.01 |
| Distance to Strike | -3.20 |
| Distance to Strike in % | -13.79% |
| Average Spread | 11.47% |
| Last Best Bid Price | 0.87 CHF |
| Last Best Ask Price | - CHF |
| Last Best Bid Volume | 60,000 |
| Last Best Ask Volume | 0 |
| Average Buy Volume | 300 |
| Average Sell Volume | 100 |
| Average Buy Value | 259 CHF |
| Average Sell Value | 97 CHF |
| Spreads Availability Ratio | 99.92% |
| Quote Availability | 99.92% |