| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
17:09:49 |
|
0.574
|
0.584
|
CHF |
| Volume |
95,000
|
11,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.684 | ||||
| Diff. absolute / % | -0.10 | -15.20% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1551958833 |
| Valor | 155195883 |
| Symbol | WAEALT |
| Strike | 27.50 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 17/04/2026 |
| Date of maturity | 23/03/2027 |
| Last trading day | 19/03/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Implied volatility | 0.57% |
| Leverage | 3.47 |
| Delta | 0.43 |
| Gamma | 0.05 |
| Vega | 0.07 |
| Distance to Strike | 3.05 |
| Distance to Strike in % | 12.47% |
| Average Spread | 1.82% |
| Last Best Bid Price | 0.64 CHF |
| Last Best Ask Price | 0.65 CHF |
| Last Best Bid Volume | 85,000 |
| Last Best Ask Volume | 11,000 |
| Average Buy Volume | 85,023 |
| Average Sell Volume | 11,000 |
| Average Buy Value | 53,899 CHF |
| Average Sell Value | 7,101 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |