| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
10:00:39 |
|
0.158
|
0.166
|
CHF |
| Volume |
325,000
|
170,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.194 | ||||
| Diff. absolute / % | -0.04 | -18.56% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1537211083 |
| Valor | 153721108 |
| Symbol | WFCACT |
| Strike | 50.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 24/03/2026 |
| Date of maturity | 23/03/2027 |
| Last trading day | 19/03/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Implied volatility | 0.53% |
| Leverage | 4.19 |
| Delta | -0.09 |
| Gamma | 0.01 |
| Vega | 0.09 |
| Distance to Strike | 26.67 |
| Distance to Strike in % | 34.78% |
| Average Spread | 3.46% |
| Last Best Bid Price | 0.16 CHF |
| Last Best Ask Price | 0.17 CHF |
| Last Best Bid Volume | 325,000 |
| Last Best Ask Volume | 270,000 |
| Average Buy Volume | 322,282 |
| Average Sell Volume | 188,558 |
| Average Buy Value | 53,329 CHF |
| Average Sell Value | 32,083 CHF |
| Spreads Availability Ratio | 99.90% |
| Quote Availability | 99.90% |