| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
07:45:54 |
|
0.404
|
0.422
|
CHF |
| Volume |
50,000
|
50,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.408 | ||||
| Diff. absolute / % | -0.04 | -8.11% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1572878044 |
| Valor | 157287804 |
| Symbol | WCSBAT |
| Strike | 100.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 25/06/2026 |
| Date of maturity | 22/06/2027 |
| Last trading day | 17/06/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Implied volatility | 0.40% |
| Leverage | 3.28 |
| Delta | -0.24 |
| Gamma | 0.01 |
| Vega | 0.33 |
| Distance to Strike | 15.48 |
| Distance to Strike in % | 13.40% |
| Average Spread | 1.40% |
| Last Best Bid Price | 0.42 CHF |
| Last Best Ask Price | 0.43 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 300,000 |
| Average Buy Volume | 283,565 |
| Average Sell Volume | 283,513 |
| Average Buy Value | 122,018 CHF |
| Average Sell Value | 123,687 CHF |
| Spreads Availability Ratio | 99.83% |
| Quote Availability | 99.83% |