| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
10:20:49 |
|
0.588
|
0.604
|
CHF |
| Volume |
90,000
|
8,500
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.510 | ||||
| Diff. absolute / % | 0.08 | +15.29% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1527859941 |
| Valor | 152785994 |
| Symbol | WSEAGT |
| Strike | 70.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 09/02/2026 |
| Date of maturity | 22/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Intrinsic value | 0.16 |
| Time value | 0.36 |
| Implied volatility | 0.54% |
| Leverage | 4.37 |
| Delta | 0.62 |
| Gamma | 0.02 |
| Vega | 0.17 |
| Distance to Strike | -3.10 |
| Distance to Strike in % | -4.24% |
| Average Spread | 2.50% |
| Last Best Bid Price | 0.54 CHF |
| Last Best Ask Price | 0.55 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 8,500 |
| Average Buy Volume | 99,223 |
| Average Sell Volume | 8,500 |
| Average Buy Value | 52,790 CHF |
| Average Sell Value | 4,639 CHF |
| Spreads Availability Ratio | 99.79% |
| Quote Availability | 99.79% |