| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
13:02:10 |
|
0.134
|
0.140
|
CHF |
| Volume |
400,000
|
55,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.148 | ||||
| Diff. absolute / % | -0.01 | -9.46% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1551958064 |
| Valor | 155195806 |
| Symbol | WRDA9T |
| Strike | 40.00 EUR |
| Type | Warrants |
| Type | Bear |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 17/04/2026 |
| 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 | 0.70% |
| Leverage | 2.27 |
| Delta | -0.10 |
| Gamma | 0.01 |
| Vega | 0.09 |
| Distance to Strike | 23.55 |
| Distance to Strike in % | 37.06% |
| Average Spread | 4.05% |
| Last Best Bid Price | 0.14 CHF |
| Last Best Ask Price | 0.15 CHF |
| Last Best Bid Volume | 375,000 |
| Last Best Ask Volume | 60,000 |
| Average Buy Volume | 363,703 |
| Average Sell Volume | 60,000 |
| Average Buy Value | 52,796 CHF |
| Average Sell Value | 9,075 CHF |
| Spreads Availability Ratio | 99.89% |
| Quote Availability | 99.89% |