| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
10:07:41 |
|
1.258
|
1.272
|
CHF |
| Volume |
45,000
|
45,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.962 | ||||
| Diff. absolute / % | 0.30 | +31.39% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1546062915 |
| Valor | 154606291 |
| Symbol | WFCAMT |
| Strike | 70.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 13/04/2026 |
| 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 |
| Intrinsic value | 0.67 |
| Time value | 0.59 |
| Implied volatility | 0.37% |
| Leverage | 4.19 |
| Delta | 0.69 |
| Gamma | 0.01 |
| Vega | 0.20 |
| Distance to Strike | -6.67 |
| Distance to Strike in % | -8.69% |
| Average Spread | 0.95% |
| Last Best Bid Price | 1.22 CHF |
| Last Best Ask Price | 1.22 CHF |
| Last Best Bid Volume | 82,500 |
| Last Best Ask Volume | 82,500 |
| Average Buy Volume | 60,499 |
| Average Sell Volume | 57,629 |
| Average Buy Value | 68,534 CHF |
| Average Sell Value | 66,113 CHF |
| Spreads Availability Ratio | 99.90% |
| Quote Availability | 99.90% |