| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.12.25
10:18:52 |
|
0.236
|
0.244
|
CHF |
| Volume |
225,000
|
180,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.210 | ||||
| Diff. absolute / % | - | - | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1504405411 |
| Valor | 150440541 |
| Symbol | WSICJT |
| Strike | 155.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 12/12/2025 |
| Date of maturity | 24/03/2026 |
| Last trading day | 20/03/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Intrinsic value | 0.10 |
| Time value | 0.14 |
| Implied volatility | 0.33% |
| Leverage | 8.41 |
| Delta | 0.62 |
| Gamma | 0.02 |
| Vega | 0.31 |
| Distance to Strike | -4.75 |
| Distance to Strike in % | -2.97% |
| Average Spread | 5.93% |
| Last Best Bid Price | 0.22 CHF |
| Last Best Ask Price | 0.22 CHF |
| Last Best Bid Volume | 250,000 |
| Last Best Ask Volume | 190,000 |
| Average Buy Volume | 94,366 |
| Average Sell Volume | 76,357 |
| Average Buy Value | 20,683 CHF |
| Average Sell Value | 17,018 CHF |
| Spreads Availability Ratio | 8.50% |
| Quote Availability | 104.95% |