| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
09:26:45 |
|
0.148
|
0.158
|
CHF |
| Volume |
350,000
|
40,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.152 | ||||
| Diff. absolute / % | 0.00 | +2.63% | |||
| Last Price | 0.158 | Volume | 15,000 | |
| Time | 14:30:44 | Date | 17/06/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1527857937 |
| Valor | 152785793 |
| Symbol | WEFALT |
| Strike | 17.50 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 09/02/2026 |
| 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 | 0.10 |
| Time value | 0.06 |
| Implied volatility | 0.32% |
| Leverage | 7.77 |
| Delta | -0.75 |
| Gamma | 0.21 |
| Vega | 0.02 |
| Distance to Strike | -1.00 |
| Distance to Strike in % | -6.06% |
| Average Spread | 6.78% |
| Last Best Bid Price | 0.14 CHF |
| Last Best Ask Price | 0.15 CHF |
| Last Best Bid Volume | 375,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 375,902 |
| Average Sell Volume | 49,881 |
| Average Buy Value | 53,497 CHF |
| Average Sell Value | 7,613 CHF |
| Spreads Availability Ratio | 99.98% |
| Quote Availability | 99.98% |