| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
03.06.26
22:15:02 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.598 | ||||
| Diff. absolute / % | -0.02 | -3.34% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1564093164 |
| Valor | 156409316 |
| Symbol | WCSA0T |
| Strike | 125.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 02/06/2026 |
| Date of maturity | 22/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Implied volatility | 0.39% |
| Leverage | 4.06 |
| Delta | -0.39 |
| Gamma | 0.01 |
| Vega | 0.36 |
| Distance to Strike | 2.28 |
| Distance to Strike in % | 1.79% |
| Average Spread | 0.61% |
| Last Best Bid Price | 0.59 CHF |
| Last Best Ask Price | 0.60 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 300,000 |
| Average Buy Volume | 155,785 |
| Average Sell Volume | 155,715 |
| Average Buy Value | 100,494 CHF |
| Average Sell Value | 101,078 CHF |
| Spreads Availability Ratio | 99.67% |
| Quote Availability | 99.67% |