| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
13:58:21 |
|
0.058
|
0.064
|
CHF |
| Volume |
500,000
|
130,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.065 | ||||
| Diff. absolute / % | -0.01 | -10.77% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1525802299 |
| Valor | 152580229 |
| Symbol | WBCADT |
| Strike | 550.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 200.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 23/01/2026 |
| Date of maturity | 22/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Implied volatility | 0.28% |
| Leverage | 10.54 |
| Delta | 0.23 |
| Gamma | 0.00 |
| Vega | 0.85 |
| Distance to Strike | 55.50 |
| Distance to Strike in % | 11.22% |
| Average Spread | 11.08% |
| Last Best Bid Price | 0.05 CHF |
| Last Best Ask Price | 0.06 CHF |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 120,000 |
| Average Buy Volume | 500,000 |
| Average Sell Volume | 120,000 |
| Average Buy Value | 25,656 CHF |
| Average Sell Value | 6,878 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |