| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
10.10.26
12:35:28 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.284 | ||||
| Diff. absolute / % | -0.04 | -14.79% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1572863988 |
| Valor | 157286398 |
| Symbol | WPABVT |
| Strike | 40.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 23/06/2026 |
| 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 |
| Implied volatility | 0.28% |
| Leverage | 5.70 |
| Delta | -0.31 |
| Gamma | 0.01 |
| Vega | 0.10 |
| Distance to Strike | 5.11 |
| Distance to Strike in % | 11.32% |
| Average Spread | 1.89% |
| Last Best Bid Price | 0.29 CHF |
| Last Best Ask Price | 0.29 CHF |
| Last Best Bid Volume | 190,000 |
| Last Best Ask Volume | 70,000 |
| Average Buy Volume | 185,179 |
| Average Sell Volume | 44,412 |
| Average Buy Value | 53,562 CHF |
| Average Sell Value | 13,026 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |