| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
23.10.26
22:15:04 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.210 | ||||
| Diff. absolute / % | 0.02 | +9.52% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1613527006 |
| Valor | 161352700 |
| Symbol | WXYAUT |
| Strike | 70.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 14/10/2026 |
| Date of maturity | 22/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Implied volatility | 0.44% |
| Leverage | 6.41 |
| Delta | -0.20 |
| Gamma | 0.03 |
| Vega | 0.08 |
| Distance to Strike | 6.26 |
| Distance to Strike in % | 8.21% |
| Average Spread | 2.76% |
| Last Best Bid Price | 0.20 CHF |
| Last Best Ask Price | 0.20 CHF |
| Last Best Bid Volume | 250,000 |
| Last Best Ask Volume | 120,000 |
| Average Buy Volume | 252,637 |
| Average Sell Volume | 75,427 |
| Average Buy Value | 52,656 CHF |
| Average Sell Value | 15,967 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |