| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
03.06.26
22:00:00 |
|
0.100
|
-
|
CHF |
| Volume |
10
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.460 | ||||
| Diff. absolute / % | -0.03 | -5.03% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1537191434 |
| Valor | 153719143 |
| Symbol | WRDART |
| Strike | 40.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 17/03/2026 |
| 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 |
| Intrinsic value | 0.52 |
| Time value | 0.08 |
| Implied volatility | 0.55% |
| Leverage | 3.56 |
| Delta | 0.85 |
| Gamma | 0.02 |
| Vega | 0.06 |
| Distance to Strike | -10.45 |
| Distance to Strike in % | -20.71% |
| Average Spread | 2.15% |
| Last Best Bid Price | 0.45 CHF |
| Last Best Ask Price | 0.46 CHF |
| Last Best Bid Volume | 120,000 |
| Last Best Ask Volume | 20,000 |
| Average Buy Volume | 115,009 |
| Average Sell Volume | 20,000 |
| Average Buy Value | 53,021 CHF |
| Average Sell Value | 9,430 CHF |
| Spreads Availability Ratio | 99.70% |
| Quote Availability | 99.70% |