| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
17.04.26
13:34:45 |
|
0.258
|
0.266
|
CHF |
| Volume |
200,000
|
65,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.248 | ||||
| Diff. absolute / % | 0.01 | +4.03% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1525791252 |
| Valor | 152579125 |
| Symbol | WR3AOT |
| Strike | 70.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 21/01/2026 |
| Date of maturity | 22/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Implied volatility | 0.53% |
| Leverage | 5.78 |
| Delta | 0.27 |
| Gamma | 0.02 |
| Vega | 0.11 |
| Distance to Strike | 16.85 |
| Distance to Strike in % | 31.70% |
| Average Spread | 3.03% |
| Last Best Bid Price | 0.24 CHF |
| Last Best Ask Price | 0.25 CHF |
| Last Best Bid Volume | 225,000 |
| Last Best Ask Volume | 60,000 |
| Average Buy Volume | 202,886 |
| Average Sell Volume | 60,000 |
| Average Buy Value | 52,854 CHF |
| Average Sell Value | 16,156 CHF |
| Spreads Availability Ratio | 99.00% |
| Quote Availability | 99.00% |