| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
12:39:44 |
|
0.372
|
0.382
|
CHF |
| Volume |
140,000
|
95,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.392 | ||||
| Diff. absolute / % | -0.02 | -4.59% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1527868587 |
| Valor | 152786858 |
| Symbol | WIDAUT |
| Strike | 3.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 1.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 12/02/2026 |
| 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 |
| Implied volatility | 0.82% |
| Leverage | 1.86 |
| Delta | -0.18 |
| Gamma | 0.24 |
| Vega | 0.01 |
| Distance to Strike | 0.80 |
| Distance to Strike in % | 21.05% |
| Average Spread | 2.82% |
| Last Best Bid Price | 0.35 CHF |
| Last Best Ask Price | 0.37 CHF |
| Last Best Bid Volume | 150,000 |
| Last Best Ask Volume | 90,000 |
| Average Buy Volume | 146,391 |
| Average Sell Volume | 90,000 |
| Average Buy Value | 53,075 CHF |
| Average Sell Value | 33,579 CHF |
| Spreads Availability Ratio | 99.66% |
| Quote Availability | 99.66% |