| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
20:41:56 |
|
0.402
|
0.406
|
CHF |
| Volume |
130,000
|
50,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.458 | ||||
| Diff. absolute / % | -0.07 | -14.85% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1551978518 |
| Valor | 155197851 |
| Symbol | WPAAST |
| Strike | 60.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 27/04/2026 |
| Date of maturity | 23/03/2027 |
| Last trading day | 19/03/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Implied volatility | 0.50% |
| Leverage | 4.90 |
| Delta | 0.43 |
| Gamma | 0.02 |
| Vega | 0.16 |
| Distance to Strike | 13.76 |
| Distance to Strike in % | 29.77% |
| Average Spread | 1.00% |
| Last Best Bid Price | 0.46 CHF |
| Last Best Ask Price | 0.46 CHF |
| Last Best Bid Volume | 120,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 111,793 |
| Average Sell Volume | 25,792 |
| Average Buy Value | 52,593 CHF |
| Average Sell Value | 12,184 CHF |
| Spreads Availability Ratio | 99.88% |
| Quote Availability | 99.88% |