| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
09:30:55 |
|
0.020
|
0.024
|
CHF |
| Volume |
500,000
|
200,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.045 | ||||
| Diff. absolute / % | -0.03 | -55.56% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put Warrant |
| ISIN | CH1504420998 |
| Valor | 150442099 |
| Symbol | WVABDT |
| Strike | 350.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/12/2025 |
| 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 | 0.57% |
| Leverage | 0.30 |
| Delta | -0.00 |
| Gamma | 0.00 |
| Vega | 0.01 |
| Distance to Strike | 260.60 |
| Distance to Strike in % | 42.68% |
| Average Spread | 17.08% |
| Last Best Bid Price | 0.02 CHF |
| Last Best Ask Price | 0.03 CHF |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 500,000 |
| Average Sell Volume | 200,000 |
| Average Buy Value | 10,729 CHF |
| Average Sell Value | 5,092 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |