| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
10:07:51 |
|
0.652
|
0.662
|
CHF |
| Volume |
80,000
|
65,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.450 | ||||
| Diff. absolute / % | 0.20 | +45.33% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1546062949 |
| Valor | 154606294 |
| Symbol | WFCAPT |
| Strike | 80.00 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 | 22/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Implied volatility | 0.45% |
| Leverage | 5.96 |
| Delta | 0.51 |
| Gamma | 0.02 |
| Vega | 0.17 |
| Distance to Strike | 3.33 |
| Distance to Strike in % | 4.35% |
| Average Spread | 1.36% |
| Last Best Bid Price | 0.64 CHF |
| Last Best Ask Price | 0.64 CHF |
| Last Best Bid Volume | 120,000 |
| Last Best Ask Volume | 120,000 |
| Average Buy Volume | 102,988 |
| Average Sell Volume | 83,896 |
| Average Buy Value | 58,255 CHF |
| Average Sell Value | 48,755 CHF |
| Spreads Availability Ratio | 99.90% |
| Quote Availability | 99.90% |