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Put Warrant
Symbol:
WAEAVT
ISIN:
CH1551958932
Issuer:
Leonteq Securities
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
17:07:07 |
|
0.342
|
0.356
|
CHF |
| Volume |
160,000
|
8,500
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.288 | ||||
| Diff. absolute / % | 0.05 | +15.97% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put Warrant |
| ISIN | CH1551958932 |
| Valor | 155195893 |
| Symbol | WAEAVT |
| Strike | 25.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 17/04/2026 |
| Date of maturity | 22/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
Key data
| Intrinsic value | 0.11 |
| Time value | 0.21 |
| Implied volatility | 0.53% |
| Leverage | 8.51 |
| Delta | -0.55 |
| Gamma | 0.14 |
| Vega | 0.03 |
| Distance to Strike | -0.55 |
| Distance to Strike in % | -2.25% |
market maker quality Date: 21/08/2026
| Average Spread | 4.37% |
| Last Best Bid Price | 0.31 CHF |
| Last Best Ask Price | 0.32 CHF |
| Last Best Bid Volume | 170,000 |
| Last Best Ask Volume | 9,000 |
| Average Buy Volume | 165,283 |
| Average Sell Volume | 9,000 |
| Average Buy Value | 52,859 CHF |
| Average Sell Value | 3,010 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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