| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
10:00:39 |
|
0.087
|
0.095
|
CHF |
| Volume |
500,000
|
250,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.067 | ||||
| Diff. absolute / % | 0.02 | +29.85% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1584409473 |
| Valor | 158440947 |
| Symbol | WNEJCT |
| Strike | 325.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 21/07/2026 |
| Date of maturity | 22/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Implied volatility | 0.48% |
| Leverage | 18.42 |
| Delta | 0.27 |
| Gamma | 0.01 |
| Vega | 0.26 |
| Distance to Strike | 31.83 |
| Distance to Strike in % | 10.86% |
| Average Spread | 9.26% |
| Last Best Bid Price | 0.08 CHF |
| Last Best Ask Price | 0.09 CHF |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 375,000 |
| Average Buy Volume | 500,000 |
| Average Sell Volume | 262,948 |
| Average Buy Value | 31,845 CHF |
| Average Sell Value | 18,369 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |