| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
17.04.26
09:05:41 |
|
0.172
|
0.178
|
CHF |
| Volume |
500,000
|
500,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.168 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | 0.370 | Volume | 70,000 | |
| Time | 14:50:26 | Date | 24/02/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1479371416 |
| Valor | 147937141 |
| Symbol | WNEB8T |
| Strike | 77.50 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 04/09/2025 |
| 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 |
| Intrinsic value | 0.07 |
| Time value | 0.10 |
| Implied volatility | 0.17% |
| Leverage | 12.65 |
| Delta | 0.55 |
| Gamma | 0.05 |
| Vega | 0.20 |
| Distance to Strike | -1.37 |
| Distance to Strike in % | -1.74% |
| Average Spread | 3.73% |
| Last Best Bid Price | 0.17 CHF |
| Last Best Ask Price | 0.18 CHF |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 500,000 |
| Average Sell Volume | 500,000 |
| Average Buy Value | 79,082 CHF |
| Average Sell Value | 82,082 CHF |
| Spreads Availability Ratio | 99.18% |
| Quote Availability | 99.18% |