| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
15:56:32 |
|
0.071
|
0.077
|
CHF |
| Volume |
500,000
|
40,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.072 | ||||
| Diff. absolute / % | -0.00 | -1.39% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1511795648 |
| Valor | 151179564 |
| Symbol | WFOAET |
| Strike | 850.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 200.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 13/01/2026 |
| 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 |
| Implied volatility | 0.36% |
| Leverage | 7.42 |
| Delta | 0.14 |
| Gamma | 0.00 |
| Vega | 0.81 |
| Distance to Strike | 123.00 |
| Distance to Strike in % | 16.92% |
| Average Spread | 9.81% |
| Last Best Bid Price | 0.07 CHF |
| Last Best Ask Price | 0.08 CHF |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 40,000 |
| Average Buy Volume | 500,000 |
| Average Sell Volume | 40,000 |
| Average Buy Value | 29,162 CHF |
| Average Sell Value | 2,573 CHF |
| Spreads Availability Ratio | 99.98% |
| Quote Availability | 99.98% |