| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
11:13:04 |
|
0.698
|
0.708
|
CHF |
| Volume |
75,000
|
60,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.716 | ||||
| Diff. absolute / % | -0.02 | -2.51% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1572860224 |
| Valor | 157286022 |
| Symbol | WNOPQT |
| Strike | 10.00 EUR |
| Type | Warrants |
| Type | Bear |
| Ratio | 2.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 23/06/2026 |
| Date of maturity | 22/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Intrinsic value | 0.62 |
| Time value | 0.08 |
| Implied volatility | 0.64% |
| Leverage | 4.92 |
| Delta | -0.79 |
| Gamma | 0.22 |
| Vega | 0.01 |
| Distance to Strike | -1.24 |
| Distance to Strike in % | -14.21% |
| Average Spread | 1.25% |
| Last Best Bid Price | 0.69 CHF |
| Last Best Ask Price | 0.70 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 60,000 |
| Average Buy Volume | 96,217 |
| Average Sell Volume | 91,466 |
| Average Buy Value | 63,660 CHF |
| Average Sell Value | 61,211 CHF |
| Spreads Availability Ratio | 99.90% |
| Quote Availability | 99.90% |