| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
13.11.26
17:23:09 |
|
0.020 %
|
0.037 %
|
CHF |
| Volume |
19,000
|
19,000
|
nominal | |
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.039 | ||||
| Diff. absolute / % | -0.02 | -48.72% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1599227969 |
| Valor | 159922796 |
| Symbol | WRSA6T |
| Strike | 15.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 09/09/2026 |
| Date of maturity | 22/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Implied volatility | 0.70% |
| Leverage | 4.22 |
| Delta | -0.02 |
| Gamma | 0.02 |
| Vega | 0.00 |
| Distance to Strike | 5.42 |
| Distance to Strike in % | 26.54% |
| Average Spread | 17.82% |
| Last Best Bid Price | 0.03 CHF |
| Last Best Ask Price | 0.03 CHF |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 30,000 |
| Average Buy Volume | 500,000 |
| Average Sell Volume | 30,000 |
| Average Buy Value | 15,728 CHF |
| Average Sell Value | 1,128 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |