| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.10.26
01:52:13 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
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| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.456 | ||||
| Diff. absolute / % | -0.08 | -16.67% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1572831076 |
| Valor | 157283107 |
| Symbol | WSPVAT |
| Strike | 170.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 12/06/2026 |
| Date of maturity | 20/01/2027 |
| Last trading day | 15/01/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Intrinsic value | 0.27 |
| Time value | 0.12 |
| Implied volatility | 0.37% |
| Leverage | 4.86 |
| Delta | -0.60 |
| Gamma | 0.01 |
| Vega | 0.32 |
| Distance to Strike | -13.37 |
| Distance to Strike in % | -8.54% |
| Average Spread | 1.70% |
| Last Best Bid Price | 0.46 CHF |
| Last Best Ask Price | 0.47 CHF |
| Last Best Bid Volume | 110,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 111,024 |
| Average Sell Volume | 100,000 |
| Average Buy Value | 51,934 CHF |
| Average Sell Value | 47,595 CHF |
| Spreads Availability Ratio | 99.98% |
| Quote Availability | 99.98% |