| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
13.11.26
22:15:02 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.778 | ||||
| Diff. absolute / % | 0.03 | +3.86% | |||
| Last Price | 0.854 | Volume | 1,250 | |
| Time | 16:35:26 | Date | 09/11/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1551958957 |
| Valor | 155195895 |
| Symbol | WAEAXT |
| 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 | 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 |
| Intrinsic value | 0.36 |
| Time value | 0.43 |
| Implied volatility | 0.54% |
| Leverage | 3.50 |
| Delta | -0.60 |
| Gamma | 0.08 |
| Vega | 0.05 |
| Distance to Strike | -1.80 |
| Distance to Strike in % | -7.76% |
| Average Spread | 2.13% |
| Last Best Bid Price | 0.72 CHF |
| Last Best Ask Price | 0.74 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 10,000 |
| Average Buy Volume | 70,096 |
| Average Sell Volume | 9,659 |
| Average Buy Value | 52,818 CHF |
| Average Sell Value | 7,427 CHF |
| Spreads Availability Ratio | 99.92% |
| Quote Availability | 99.92% |