| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
12:46:53 |
|
0.392
|
0.398
|
CHF |
| Volume |
140,000
|
40,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.346 | ||||
| Diff. absolute / % | 0.05 | +13.29% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1511799947 |
| Valor | 151179994 |
| Symbol | WBEAST |
| Strike | 875.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 200.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 13/01/2026 |
| 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 | 0.41% |
| Leverage | 5.92 |
| Delta | 0.53 |
| Gamma | 0.00 |
| Vega | 2.09 |
| Distance to Strike | 8.00 |
| Distance to Strike in % | 0.92% |
| Average Spread | 1.59% |
| Last Best Bid Price | 0.36 CHF |
| Last Best Ask Price | 0.36 CHF |
| Last Best Bid Volume | 150,000 |
| Last Best Ask Volume | 45,000 |
| Average Buy Volume | 154,992 |
| Average Sell Volume | 34,678 |
| Average Buy Value | 53,457 CHF |
| Average Sell Value | 12,163 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |