| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.12.25
14:30:31 |
|
0.029
|
0.033
|
CHF |
| Volume |
600,000
|
600,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.040 | ||||
| Diff. absolute / % | - | - | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1504405650 |
| Valor | 150440565 |
| Symbol | WSIC7T |
| Strike | 140.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 12/12/2025 |
| Date of maturity | 24/03/2026 |
| Last trading day | 20/03/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Implied volatility | 0.27% |
| Leverage | 8.67 |
| Delta | -0.08 |
| Gamma | 0.01 |
| Vega | 0.12 |
| Distance to Strike | 22.40 |
| Distance to Strike in % | 13.79% |
| Average Spread | 10.00% |
| Last Best Bid Price | 0.04 CHF |
| Last Best Ask Price | 0.04 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 600,000 |
| Average Buy Volume | 278,540 |
| Average Sell Volume | 278,540 |
| Average Buy Value | 10,524 CHF |
| Average Sell Value | 11,638 CHF |
| Spreads Availability Ratio | 9.85% |
| Quote Availability | 103.78% |