| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
16:55:01 |
|
0.150
|
0.158
|
CHF |
| Volume |
350,000
|
250,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.142 | ||||
| Diff. absolute / % | 0.01 | +9.86% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1572865520 |
| Valor | 157286552 |
| Symbol | WALHGT |
| Strike | 200.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 23/06/2026 |
| Date of maturity | 22/06/2027 |
| Last trading day | 18/06/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Intrinsic value | 0.00 |
| Time value | 0.14 |
| Implied volatility | 0.18% |
| Leverage | 7.75 |
| Delta | -0.57 |
| Gamma | 0.02 |
| Vega | 0.68 |
| Distance to Strike | 2.00 |
| Distance to Strike in % | 0.99% |
| Average Spread | 6.01% |
| Last Best Bid Price | 0.13 CHF |
| Last Best Ask Price | 0.14 CHF |
| Last Best Bid Volume | 425,000 |
| Last Best Ask Volume | 275,000 |
| Average Buy Volume | 418,050 |
| Average Sell Volume | 275,000 |
| Average Buy Value | 53,955 CHF |
| Average Sell Value | 37,706 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |