| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.10.26
01:56:25 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.954 | ||||
| Diff. absolute / % | -0.09 | -9.43% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1572878051 |
| Valor | 157287805 |
| Symbol | WCSBBT |
| Strike | 125.00 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 |
| Intrinsic value | 0.74 |
| Time value | 0.15 |
| Implied volatility | 0.28% |
| Leverage | 4.03 |
| Delta | -0.65 |
| Gamma | 0.02 |
| Vega | 0.33 |
| Distance to Strike | -14.82 |
| Distance to Strike in % | -13.45% |
| Average Spread | 0.81% |
| Last Best Bid Price | 0.96 CHF |
| Last Best Ask Price | 0.97 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 96,253 |
| Average Sell Volume | 96,253 |
| Average Buy Value | 95,222 CHF |
| Average Sell Value | 95,992 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |