| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
09:46:41 |
|
0.104
|
0.110
|
CHF |
| Volume |
500,000
|
300,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.130 | ||||
| Diff. absolute / % | -0.03 | -20.00% | |||
| Last Price | 0.160 | Volume | 44,500 | |
| Time | 16:30:35 | Date | 23/06/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1479371432 |
| Valor | 147937143 |
| Symbol | WNECAT |
| Strike | 80.00 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 | 0.05 |
| Time value | 0.08 |
| Implied volatility | 0.21% |
| Leverage | 17.31 |
| Delta | 0.55 |
| Gamma | 0.04 |
| Vega | 0.11 |
| Distance to Strike | -0.94 |
| Distance to Strike in % | -1.16% |
| Average Spread | 4.92% |
| Last Best Bid Price | 0.12 CHF |
| Last Best Ask Price | 0.13 CHF |
| Last Best Bid Volume | 450,000 |
| Last Best Ask Volume | 300,000 |
| Average Buy Volume | 437,667 |
| Average Sell Volume | 229,946 |
| Average Buy Value | 53,413 CHF |
| Average Sell Value | 29,336 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |