| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
13:11:56 |
|
0.458
|
0.474
|
CHF |
| Volume |
120,000
|
25,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.426 | ||||
| Diff. absolute / % | 0.04 | +8.92% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1527862143 |
| Valor | 152786214 |
| Symbol | WDEAXT |
| Strike | 350.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 10/02/2026 |
| 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 |
| Intrinsic value | 0.26 |
| Time value | 0.22 |
| Implied volatility | 0.40% |
| Leverage | 4.63 |
| Delta | -0.67 |
| Gamma | 0.01 |
| Vega | 0.75 |
| Distance to Strike | -26.00 |
| Distance to Strike in % | -8.02% |
| Average Spread | 3.92% |
| Last Best Bid Price | 0.43 CHF |
| Last Best Ask Price | 0.45 CHF |
| Last Best Bid Volume | 120,000 |
| Last Best Ask Volume | 25,000 |
| Average Buy Volume | 120,782 |
| Average Sell Volume | 25,000 |
| Average Buy Value | 51,844 CHF |
| Average Sell Value | 11,162 CHF |
| Spreads Availability Ratio | 99.77% |
| Quote Availability | 99.77% |