| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
13:07:38 |
|
0.454
|
0.464
|
CHF |
| Volume |
120,000
|
25,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.458 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1579845939 |
| Valor | 157984593 |
| Symbol | WSM3CT |
| Strike | 27.50 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 26/06/2026 |
| 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 | 0.51% |
| Leverage | 3.16 |
| Delta | 0.54 |
| Gamma | 0.04 |
| Vega | 0.10 |
| Distance to Strike | 0.85 |
| Distance to Strike in % | 3.19% |
| Average Spread | 2.06% |
| Last Best Bid Price | 0.47 CHF |
| Last Best Ask Price | 0.48 CHF |
| Last Best Bid Volume | 110,000 |
| Last Best Ask Volume | 30,000 |
| Average Buy Volume | 119,014 |
| Average Sell Volume | 30,000 |
| Average Buy Value | 52,644 CHF |
| Average Sell Value | 13,638 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |