| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
17:35:02 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.050 | ||||
| Diff. absolute / % | -0.01 | -20.00% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1527858810 |
| Valor | 152785881 |
| Symbol | WALDBT |
| Strike | 200.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 09/02/2026 |
| 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 |
| Implied volatility | 0.22% |
| Leverage | 7.19 |
| Delta | -0.12 |
| Gamma | 0.01 |
| Vega | 0.28 |
| Distance to Strike | 19.50 |
| Distance to Strike in % | 8.88% |
| Average Spread | 14.26% |
| Last Best Bid Price | 0.05 CHF |
| Last Best Ask Price | 0.05 CHF |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 500,000 |
| Average Sell Volume | 500,000 |
| Average Buy Value | 23,342 CHF |
| Average Sell Value | 26,922 CHF |
| Spreads Availability Ratio | 99.73% |
| Quote Availability | 99.73% |