| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
11:35:37 |
|
0.330
|
0.336
|
CHF |
| Volume |
190,000
|
190,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.352 | ||||
| Diff. absolute / % | -0.02 | -6.25% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1584409507 |
| Valor | 158440950 |
| Symbol | WNEJFT |
| Strike | 250.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 21/07/2026 |
| 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 | 0.58% |
| Leverage | 4.38 |
| Delta | -0.24 |
| Gamma | 0.00 |
| Vega | 0.52 |
| Distance to Strike | 43.17 |
| Distance to Strike in % | 14.73% |
| Average Spread | 1.94% |
| Last Best Bid Price | 0.34 CHF |
| Last Best Ask Price | 0.35 CHF |
| Last Best Bid Volume | 285,000 |
| Last Best Ask Volume | 285,000 |
| Average Buy Volume | 206,925 |
| Average Sell Volume | 199,278 |
| Average Buy Value | 71,476 CHF |
| Average Sell Value | 70,116 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |