| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
12:10:41 |
|
0.056
|
0.060
|
CHF |
| Volume |
500,000
|
300,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.058 | ||||
| Diff. absolute / % | -0.00 | -1.72% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1511816154 |
| Valor | 151181615 |
| Symbol | WADBET |
| Strike | 325.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 21/01/2026 |
| 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 | 0.45% |
| Leverage | 7.50 |
| Delta | 0.19 |
| Gamma | 0.00 |
| Vega | 0.40 |
| Distance to Strike | 86.00 |
| Distance to Strike in % | 35.98% |
| Average Spread | 6.09% |
| Last Best Bid Price | 0.05 CHF |
| Last Best Ask Price | 0.06 CHF |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 500,000 |
| Average Sell Volume | 354,964 |
| Average Buy Value | 32,123 CHF |
| Average Sell Value | 23,839 CHF |
| Spreads Availability Ratio | 99.35% |
| Quote Availability | 99.35% |