| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
11:20:36 |
|
0.146
|
0.152
|
CHF |
| Volume |
350,000
|
19,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.166 | ||||
| Diff. absolute / % | -0.01 | -7.23% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1584409010 |
| Valor | 158440901 |
| Symbol | WBCCHT |
| Strike | 125.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 21/07/2026 |
| 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 | 16.99 |
| Delta | -0.41 |
| Gamma | 0.05 |
| Vega | 0.17 |
| Distance to Strike | 2.10 |
| Distance to Strike in % | 1.65% |
| Average Spread | 3.88% |
| Last Best Bid Price | 0.16 CHF |
| Last Best Ask Price | 0.17 CHF |
| Last Best Bid Volume | 325,000 |
| Last Best Ask Volume | 19,000 |
| Average Buy Volume | 311,448 |
| Average Sell Volume | 19,000 |
| Average Buy Value | 52,994 CHF |
| Average Sell Value | 3,367 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |