| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
13:39:48 |
|
0.836
|
0.844
|
CHF |
| Volume |
65,000
|
13,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.756 | ||||
| Diff. absolute / % | 0.07 | +9.26% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1572844491 |
| Valor | 157284449 |
| Symbol | WPABUT |
| Strike | 50.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 17/06/2026 |
| 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 |
| Intrinsic value | 0.31 |
| Time value | 0.51 |
| Implied volatility | 0.39% |
| Leverage | 4.27 |
| Delta | 0.66 |
| Gamma | 0.01 |
| Vega | 0.15 |
| Distance to Strike | -3.08 |
| Distance to Strike in % | -5.80% |
| Average Spread | 1.13% |
| Last Best Bid Price | 0.80 CHF |
| Last Best Ask Price | 0.81 CHF |
| Last Best Bid Volume | 65,000 |
| Last Best Ask Volume | 20,000 |
| Average Buy Volume | 65,227 |
| Average Sell Volume | 13,863 |
| Average Buy Value | 53,369 CHF |
| Average Sell Value | 11,466 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |