| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.10.26
06:06:42 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
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| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.484 | ||||
| Diff. absolute / % | -0.05 | -10.33% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1579845939 |
| Valor | 157984593 |
| Symbol | WSM3CT |
| Strike | 27.50 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 26/06/2026 |
| Date of maturity | 22/06/2027 |
| Last trading day | 18/06/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Intrinsic value | 0.04 |
| Time value | 0.44 |
| Implied volatility | 0.53% |
| Leverage | 3.24 |
| Delta | 0.55 |
| Gamma | 0.04 |
| Vega | 0.09 |
| Distance to Strike | -0.35 |
| Distance to Strike in % | -1.26% |
| Average Spread | 1.76% |
| Last Best Bid Price | 0.50 CHF |
| Last Best Ask Price | 0.51 CHF |
| Last Best Bid Volume | 110,000 |
| Last Best Ask Volume | 25,000 |
| Average Buy Volume | 108,747 |
| Average Sell Volume | 25,000 |
| Average Buy Value | 52,184 CHF |
| Average Sell Value | 12,218 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |