| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
23.10.26
22:00:00 |
|
-
|
19.950
|
CHF |
| Volume |
0
|
1,900
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.538 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
| Last Price | 0.836 | Volume | 9,000 | |
| Time | 17:15:21 | Date | 18/08/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1551980688 |
| Valor | 155198068 |
| Symbol | WSM0NT |
| Strike | 35.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 27/04/2026 |
| Date of maturity | 23/03/2027 |
| Last trading day | 19/03/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Implied volatility | 0.67% |
| Leverage | 3.60 |
| Delta | 0.58 |
| Gamma | 0.03 |
| Vega | 0.08 |
| Distance to Strike | 1.23 |
| Distance to Strike in % | 3.64% |
| Average Spread | 1.19% |
| Last Best Bid Price | 0.52 CHF |
| Last Best Ask Price | 0.52 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 300,000 |
| Average Buy Volume | 188,157 |
| Average Sell Volume | 179,602 |
| Average Buy Value | 103,552 CHF |
| Average Sell Value | 99,952 CHF |
| Spreads Availability Ratio | 99.93% |
| Quote Availability | 99.93% |