| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.09.26
10:26:16 |
|
0.458
|
0.464
|
CHF |
| Volume |
300,000
|
300,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.504 | ||||
| Diff. absolute / % | -0.05 | -9.13% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1572845183 |
| Valor | 157284518 |
| Symbol | WCBBAT |
| Strike | 175.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 17/06/2026 |
| Date of maturity | 23/03/2027 |
| Last trading day | 19/03/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Implied volatility | 0.68% |
| Leverage | 2.53 |
| Delta | -0.29 |
| Gamma | 0.00 |
| Vega | 0.48 |
| Distance to Strike | 23.45 |
| Distance to Strike in % | 11.82% |
| Average Spread | 1.23% |
| Last Best Bid Price | 0.47 CHF |
| Last Best Ask Price | 0.48 CHF |
| Last Best Bid Volume | 375,000 |
| Last Best Ask Volume | 375,000 |
| Average Buy Volume | 297,951 |
| Average Sell Volume | 297,951 |
| Average Buy Value | 145,277 CHF |
| Average Sell Value | 147,052 CHF |
| Spreads Availability Ratio | 99.69% |
| Quote Availability | 99.69% |