| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
17.04.26
10:01:44 |
|
0.060 %
|
0.070 %
|
CHF |
| Volume |
500,000
|
150,000
|
nominal | |
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.072 | ||||
| Diff. absolute / % | -0.01 | -16.67% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1527906361 |
| Valor | 152790636 |
| Symbol | WPAALT |
| Strike | 70.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 04/03/2026 |
| Date of maturity | 19/05/2026 |
| Last trading day | 15/05/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Implied volatility | 0.65% |
| Leverage | 2.48 |
| Delta | 0.03 |
| Gamma | 0.01 |
| Vega | 0.01 |
| Distance to Strike | 13.41 |
| Distance to Strike in % | 23.70% |
| Average Spread | 12.72% |
| Last Best Bid Price | 0.07 CHF |
| Last Best Ask Price | 0.08 CHF |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 275,000 |
| Average Buy Volume | 500,000 |
| Average Sell Volume | 152,509 |
| Average Buy Value | 36,826 CHF |
| Average Sell Value | 12,685 CHF |
| Spreads Availability Ratio | 99.15% |
| Quote Availability | 99.15% |