| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
10:52:32 |
|
0.604
|
0.614
|
CHF |
| Volume |
200,000
|
200,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.608 | ||||
| Diff. absolute / % | -0.00 | -0.66% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1564099682 |
| Valor | 156409968 |
| Symbol | WDEBAT |
| Strike | 450.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 03/06/2026 |
| 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 | 0.62% |
| Leverage | 4.36 |
| Delta | 0.58 |
| Gamma | 0.00 |
| Vega | 0.97 |
| Distance to Strike | 8.12 |
| Distance to Strike in % | 1.84% |
| Average Spread | 1.57% |
| Last Best Bid Price | 0.61 CHF |
| Last Best Ask Price | 0.62 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 300,000 |
| Average Buy Volume | 210,826 |
| Average Sell Volume | 210,341 |
| Average Buy Value | 129,628 CHF |
| Average Sell Value | 131,305 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |