| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
13.11.26
17:30:06 |
|
0.570
|
0.600
|
CHF |
| Volume |
5,500
|
5,500
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.680 | ||||
| Diff. absolute / % | -0.11 | -16.18% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1572882400 |
| Valor | 157288240 |
| Symbol | WAEBFT |
| Strike | 25.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 25/06/2026 |
| Date of maturity | 22/06/2027 |
| Last trading day | 18/06/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Implied volatility | 0.53% |
| Leverage | 3.45 |
| Delta | 0.45 |
| Gamma | 0.06 |
| Vega | 0.07 |
| Distance to Strike | 1.80 |
| Distance to Strike in % | 7.76% |
| Average Spread | 2.23% |
| Last Best Bid Price | 0.72 CHF |
| Last Best Ask Price | 0.73 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 10,000 |
| Average Buy Volume | 77,353 |
| Average Sell Volume | 9,660 |
| Average Buy Value | 53,012 CHF |
| Average Sell Value | 6,759 CHF |
| Spreads Availability Ratio | 99.91% |
| Quote Availability | 99.91% |