| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
09:40:02 |
|
0.106
|
0.116
|
CHF |
| Volume |
500,000
|
40,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.110 | ||||
| Diff. absolute / % | -0.00 | -3.64% | |||
| Last Price | 0.078 | Volume | 302,000 | |
| Time | 09:55:29 | Date | 24/03/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1527857499 |
| Valor | 152785749 |
| Symbol | WVADBT |
| Strike | 180.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 09/02/2026 |
| Date of maturity | 23/06/2026 |
| Last trading day | 19/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
| Intrinsic value | 0.02 |
| Time value | 0.09 |
| Implied volatility | 0.20% |
| Leverage | 17.91 |
| Delta | 0.52 |
| Gamma | 0.05 |
| Vega | 0.28 |
| Distance to Strike | -1.20 |
| Distance to Strike in % | -0.66% |
| Average Spread | 8.62% |
| Last Best Bid Price | 0.11 CHF |
| Last Best Ask Price | 0.12 CHF |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 40,000 |
| Average Buy Volume | 498,617 |
| Average Sell Volume | 40,000 |
| Average Buy Value | 52,401 CHF |
| Average Sell Value | 4,586 CHF |
| Spreads Availability Ratio | 99.71% |
| Quote Availability | 99.71% |