| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
10:11:21 |
|
1.414
|
1.436
|
CHF |
| Volume |
70,000
|
70,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 1.282 | ||||
| Diff. absolute / % | 0.13 | +10.30% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1572881659 |
| Valor | 157288165 |
| Symbol | WNEI1T |
| Strike | 250.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| 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 | 0.86 |
| Time value | 0.54 |
| Implied volatility | 0.43% |
| Leverage | 3.07 |
| Delta | 0.74 |
| Gamma | 0.00 |
| Vega | 0.86 |
| Distance to Strike | -43.17 |
| Distance to Strike in % | -14.73% |
| Average Spread | 1.27% |
| Last Best Bid Price | 1.35 CHF |
| Last Best Ask Price | 1.35 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 77,115 |
| Average Sell Volume | 75,682 |
| Average Buy Value | 99,155 CHF |
| Average Sell Value | 98,511 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |