| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
12:30:07 |
|
0.100
|
0.106
|
CHF |
| Volume |
550,000
|
70,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.126 | ||||
| Diff. absolute / % | -0.03 | -20.63% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1525795923 |
| Valor | 152579592 |
| Symbol | WSUAOT |
| Strike | 150.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/01/2026 |
| 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 |
| Implied volatility | 0.31% |
| Leverage | 6.54 |
| Delta | -0.44 |
| Gamma | 0.01 |
| Vega | 0.36 |
| Distance to Strike | 3.30 |
| Distance to Strike in % | 2.15% |
| Average Spread | 4.99% |
| Last Best Bid Price | 0.12 CHF |
| Last Best Ask Price | 0.12 CHF |
| Last Best Bid Volume | 450,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 453,433 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 53,140 CHF |
| Average Sell Value | 9,241 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |